Commodity Option Pricing

Author: Iain J. Clark
Publisher: Wiley
Published: 04/21/2014
Pages: 352
Binding Type: Hardcover
Weight: 1.40lbs
Size: 9.10h x 6.10w x 1.00d
ISBN: 9781119944515

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.