A Practitioner's Guide to Trade and Commodity Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook A Practitioner's Guide to Trade and Commodity Finance write by Geoffrey Wynne. This book was released on 2021. A Practitioner's Guide to Trade and Commodity Finance available in PDF, EPUB and Kindle.
Commodity Option Pricing
Commodity Option Pricing - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Commodity Option Pricing write by Iain J. Clark. This book was released on 2014-04-21. Commodity Option Pricing available in PDF, EPUB and Kindle. Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author’s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. This book has been developed with input from traders and features examples using real-world data, together with relevant up-to-date academic research. This book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets.
Commodity Market Trading and Investment
Commodity Market Trading and Investment - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Commodity Market Trading and Investment write by Tom James. This book was released on 2017-02-15. Commodity Market Trading and Investment available in PDF, EPUB and Kindle. This book offers practical knowledge, analysis, trading techniques and methodologies required for the management of key international commodities. The author explores each aspect of commodity trading in detail and helps the reader to implement effective techniques to build a strong portfolio. Early chapters set the current scene of commodity trading markets before going on to discuss the fundamental instruments and tools used in navigating commodity markets. The author provides detailed, empirical case studies of traded natural resources in order to explicate the financial instruments that enable professionals both to invest and to trade them successfully. Later chapters investigate the psychology and behavioural influences behind optimal market trading, in which the author encourages the reader to understand and combat the obstacles that prevent them from reaching their full trading potential.
Structured Trade and Commodity Finance in Emerging Markets
Structured Trade and Commodity Finance in Emerging Markets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Structured Trade and Commodity Finance in Emerging Markets write by John MacNamara. This book was released on 2001-07-03. Structured Trade and Commodity Finance in Emerging Markets available in PDF, EPUB and Kindle. John MacNamara’s timely report looks at the principles and practice of structured trade and commodity finance deals and what can go wrong. It is supported by invaluable case study material. An authoritative guide to structured trade and commodity finance in emerging markets A detailed study of the problems and opportunities presented by structured trade A clear explanation of typical structures and risk mitigation techniques
Foreign Exchange Option Pricing
Foreign Exchange Option Pricing - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Foreign Exchange Option Pricing write by Iain J. Clark. This book was released on 2011-01-18. Foreign Exchange Option Pricing available in PDF, EPUB and Kindle. This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange—not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: Correct market conventions for FX volatility surface construction Adjustment for settlement and delayed delivery of options Pricing of vanillas and barrier options under the volatility smile Barrier bending for limiting barrier discontinuity risk near expiry Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids Fourier transform methods for pricing European options using characteristic functions Stochastic and local volatility models, and a mixed stochastic/local volatility model Three-factor long-dated FX model Numerical calibration techniques for all the models in this work The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.
