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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 WebsiteFile Size: 188,20 KBShare Document on Facebook |