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Commodity Option Pricing: A Practitioner's Guide by Iain J. Clark

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Acknowledgements

Firstly, I would like to thank my wife yet again for her incredible patience and fortitude during the completion of this work, which somehow coincided with the happy arrival of our daughter Elizabeth; my efforts to finish the book in nine months were not nearly so successful. Elizabeth – Section 8.5.5 is for you. Grateful thanks are certainly due to my literary agent Isabel White for helping me navigate my latest project from conception through to completion. I am grateful to Betty, my mother-in-law, for visiting and taking good care of my wife, child and myself for the final few weeks.

I am indebted to many friends and colleagues for their encouragement and assistance in the preparation of this book. In no particular order, I should like to thank Lars Schouw, Brian Shydlo (from pnlexplained.com), Will Smith, Nina Lange, Peter Leoni, Paul Rothnie, Joe Chen, Valery Kholodnyi, Nic Narti, Arvind Hariharan, Marcelo Labre and John Crosby. I should also like to thank Laura Ballotta and Gianluca Fusai from Cass Business School, Paul Bilokon and Saeed Amen from Thalesians (www.thalesians.com), and Lorenz Schneider from EMLYON for giving me the opportunity to road-test the material on a willing audience. Many thanks are due to Bloomberg for generously providing access to their services and permitting the reproduction of various materials, similar thanks are due to the EIA. I should also like to say thank you to my father John Clark for helping me out (and letting me ...

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