Commodity Option Pricing
Clark, Iain J![Commodity Option Pricing](https://support.digitalhusky.com/media/annotations/sorted/153/15384739/CHSBZCOP0315384739.jpg)
Covers commodity option pricing for quantitative analysts, traders or structures 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.