Commodity option pricing: a practitioner´s guide
- Chichester Jhon Wiley 2014
- 315 p.
Contiene: 1. Introduction.- 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.- 7. Power.- 8. Agricultural derivatives.- 9. Alternative commodities.