LEADER 03313nam 2200565 450 001 9910208816403321 005 20200520144314.0 010 $a1-4443-6240-2 010 $a1-118-87178-2 035 $a(CKB)3710000000412617 035 $a(OCoLC)868511747 035 $a(DLC) 2014002387 035 $a(Au-PeEL)EBL1638170 035 $a(CaPaEBR)ebr10842307 035 $a(OCoLC)871224225 035 $a(CaSebORM)9781444362411 035 $a(MiAaPQ)EBC1638170 035 $a(PPN)183691660 035 $a(EXLCZ)993710000000412617 100 $a20140313h20142014 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aCommodity option pricing $ea practitioner's guide /$fIain J. Clark 205 $a1st edition 210 1$aChichester, England :$cWiley,$d2014. 210 4$dİ2014 215 $a1 online resource (343 pages) $cillustrations 225 0 $aWiley finance series 311 $a1-119-94451-1 311 $a1-4443-6241-0 320 $aIncludes bibliographical references and index. 330 $aCommodity Option Pricing: A Practitioner's Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author's industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. The book has been developed with input from traders and examples using real world data, together with relevant up to date academic research. The book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets. 410 0$aWiley finance series. 606 $aCommodity options 606 $aOptions (Finance)$xPrices 615 0$aCommodity options. 615 0$aOptions (Finance)$xPrices. 676 $a332.63/28 700 $aClark$b Iain J$0873901 701 $aClark$b Iain J$0873901 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910208816403321 996 $aCommodity option pricing$92017822 997 $aUNINA