piCommodity Option Pricing A Practitioner's Guideicovers commodity option pricing for quantitative analysts, tradersor structurers in banks, hedge funds and commodity tradingcompanies.ppBased on the author's industry experience with commodityderivatives, this book provides a thorough and mathematicalintroduction to the various market conventions and models used incommodity option pricing. It introduces the various derivativeproducts typically traded for commodities and describes how thesemodels can be calibrated and used for pricing and risk management.The book has been developed with input from traders and examplesusing real world data, together with relevant up to date academicresearch.ppThe book includes practical descriptions of market conventionsand quote codes used in commodity markets alongside typicalproducts seen in broker quotes and used in calibration. Alsodiscussed are commodity models and their mathematical derivationand volatility surface modelling for traded commodity de