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

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Index

  • 3:2:1 crack spread
  • additives, gasoline
  • agricultural derivatives
    • grains
    • livestock
    • oilseeds
    • pulp and paper
    • softs
  • Alexander, C.
  • All Publications Index (API)
  • alternative commodities
    • bandwidth trading
    • carbon emissions trading
    • freight derivatives
    • plastics
    • telecommunications trading
    • weather derivatives
  • aluminium
    • demand 144
    • options
    • primary supply
    • production/reserves
    • TAPOs
    • transportation manufacturing
    • types
  • American options
  • American straddles
  • Angus, J. E.
  • API see All Publications Index
  • Arabica coffee beans
  • arithmetic Asian options
  • arithmetic average Asian options
  • Asian options
    • arithmetic
    • arithmetic average
    • calendar spread options
    • coal
    • continuous averaging
    • correlations
    • geometric
    • geometric average
    • natural gas
    • pricing
    • spread options
    • swaptions
    • WTI volatility skew
    • WTI volatility term structure
  • asset class, commodities as
  • ATM see at-the-money
  • atomic numbers of base metals
  • at-the-money (ATM) volatility
    • base metals
    • Brent crude oil
    • refined products
    • WTI volatility skew
  • auction markets
  • averaging
    • arithmetic
    • continuous
    • geometric
  • Baltic Capesize Index (BCI)
  • Baltic Clean Tanker Index (BCTI)
  • Baltic Dirty Tanker Index (BDTI)
  • Baltic freight market
  • bandwidth trading
  • barley
  • Barlow, M. T.
  • Barone-Adesi and Whaley approximation
  • baseload markets
  • base metals
    • commonly traded
    • futures
    • market history
    • options
    • TAPO contracts
  • batteries
  • BCI see Baltic Capesize Index
  • BCTI see Baltic Clean Tanker Index
  • BDTI see Baltic Dirty Tanker Index
  • Black-76 equation
  • Black-76 model
    • arithmetic average ...

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