This book covers commodity options from the point of view of the
quantitative analyst with a specific interest in financial derivatives.
The book is aimed at quantitative analysts and mathematically able traders and structurers either currently working in the area or aiming to make the transition into commodities from other asset classes, as well as academics who need to familiarize themselves with the industry conventions of the commodity markets.
2. Commodity Mathematics and Products
3. Precious Metals
4. Base Metals
5. Energy I - Crude Oil, Natural Gas and Coal
6. Energy II - Refined Products
8. Agricultural Derivatives
9. Alternative Commodities
Hardcover. ~328 pages.
Language: English. And mathematics.
Publication date: April 2014.
Available now for pre-order from many booksellers including:
UK pre-order from Wiley or amazon.co.uk.
USA pre-order from amazon.com.
EU pre-order from amazon.fr, amazon.de, etc.
Australia pre-order from Angus and Robertson.
Canada pre-order from amazon.ca or Chapters.
India pre-order from amazon.in.
Japan pre-order from amazon.co.jp.
Happy New Year.