![Mathematical finance / Options / Futures contract / Commodity / Binary option / Risk-neutral measure / Black model / Spread trade / Financial economics / Finance / Investment Mathematical finance / Options / Futures contract / Commodity / Binary option / Risk-neutral measure / Black model / Spread trade / Financial economics / Finance / Investment](https://www.pdfsearch.io/img/87c2105c22b496a164a2c33bed68911a.jpg) Date: 2008-07-21 09:36:26Mathematical finance Options Futures contract Commodity Binary option Risk-neutral measure Black model Spread trade Financial economics Finance Investment | | Pricing exotic energy and commodity options in a multi-factor jump-diffusion model John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Financial MarketsAdd to Reading ListSource URL: www.john-crosby.co.ukDownload Document from Source Website File Size: 188,20 KBShare Document on Facebook
|