April 2014
Intermediate to advanced
342 pages
8h 5m
English
Content preview from Commodity Option Pricing: A Practitioner's Guide
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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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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.