- Hardcover: 342 pages
- Publisher: John Wiley & Sons; 1 edition (21 March 2014)
- Language: English
- ISBN-10: 1119944511
- ISBN-13: 978-1119944515
- Product Dimensions: 16.1 x 2.4 x 23.5 cm
- Average Customer Review: Be the first to review this item
- Amazon Bestsellers Rank: #11,33,918 in Books (See Top 100 in Books)
Commodity Option Pricing: A Practitioner′s Guide (The Wiley Finance Series) Hardcover – Import, 21 Mar 2014
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About the Author
Dr Iain J. Clark is former Head of Foreign Exchange and Commodities Quantitative Analysis at Standard Bank's London office, and has also worked for JP Morgan, BNP Paribas, Lehman Brothers, Dresdner Kleinwort and UniCredit. He holds a PhD in applied mathematics and an MSc in financial mathematics. He is the author of Foreign Exchange Option Pricing: A Practitioner's Guide and is currently an independent researcher and consultant.
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Most helpful customer reviews on Amazon.com
I would recommend it!
I found this book to be utterly pedantic. Lots of higher level math. Endless footnotes. And only a sliver of nuts-and-bolts information on trading options.
If you're looking for a long-winded treatment of rare, thinly-traded commodities, then you may benefit. You also may benefit if you wish to trade on exchanges around the world. Hmm
It also provides invaluable background information about the most important commodity product lines and the quoting conventions used in these markets, which I had previously only been able to gain information about by talking to traders or quantitative analysts.
I previously developed/maintained an analytics library for a commodity derivatives desk in an investment bank, having come from an interest rates background with little knowledge of commodities. Had this book been available then it would have proved invaluable.
That being said, this book is not really intended for those who just wish to gain a better understanding of the strategies used to trade commodity derivatives, either in the context of hedging customer facing business as a dealer or for proprietary trading.
I love this book this is going to be one of the classics like the Hull book.