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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 Markets
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Document Date: 2008-07-21 09:36:26

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File Size: 188,20 KB

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Company

Cox / Lloyds TSB / /

IndustryTerm

exotic energy / /

Person

Peter Carr / Farshid Jamshidian / Anthony Neuberger / Andrew Johnson / Stewart Hodges / Simon Babbs / Michael Dempster / Daryl Mcarthur / John Crosby / Chris Rogers / Nick Webber / Olga Pavlova / Mark Davis / Darrell Duffie / /

Position

multi-factor jump-diffusion model / Global Head / /

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