£60.29

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£60 today · all-time low £60 (Aug 2026) · usually the usual

Wiley Commodity Option Pricing: A Practitioner's Guide Book

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Description

Commodity Option Pricing: A Practitioner's Guide from the Wiley Finance Series provides a mathematical introduction to commodity derivatives. Designed for quantitative analysts, traders, and structurers in hedge funds, banks, and commodity trading companies, this book uses the author's industry experience to explain market conventions and pricing models. Readers will learn about the various derivative products traded in the commodity markets. The text explains how to calibrate models and apply them for effective pricing and risk management. This guide serves as a comprehensive resource for professionals needing to understand the mechanics of commodity option pricing and the mathematical frameworks used in the industry.

Key Features

This Wiley Finance Series book provides a thorough mathematical introduction to various market conventions and models used in commodity option pricing.

The guide covers essential derivative products typically traded within the commodity markets for professional traders and analysts.

Learn practical methods to calibrate models for effective pricing and risk management based on the author's industry experience.

Designed specifically for quantitative analysts, traders, and structurers working in banks, hedge funds, and commodity trading companies.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
21 March 2014
Listed Since
01 September 2011

Barcode

No barcode data available

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