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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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Product details

  • 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)
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Amazon.com: 4.0 out of 5 stars 4 reviews
Tiberiu
5.0 out of 5 starsGreat book that presents a lot of types of commodities ...
22 October 2015 - Published on Amazon.com
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James E. Jessup
2.0 out of 5 starsA doctorial thesis ?
20 September 2014 - Published on Amazon.com
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One person found this helpful.
Mathew N Smith
5.0 out of 5 starsA very good description of the models and market conventions used for pricing commodity derivatives
25 November 2014 - Published on Amazon.com
Amazon Customer
5.0 out of 5 starsGreat Book!
2 June 2014 - Published on Amazon.com