Commodities and Commodity Derivatives : Modelling & Pric
Commodities and Commodity Derivatives : Modelling and Pricing for Agriculturals, Metals and Energy by Helyette Geman
View ArticleRe: Commodities and Commodity Derivatives : Modelling & Pric
Has anyone read this book yet? I heard Helyette speak at an industry conference a couple weeks ago and wasn't aware that she'd published this book...Brilliant lady.
View ArticleRe: Commodities and Commodity Derivatives : Modelling & Pric
Haven't scanned the book but you're right Helyette is sharp. As an aside, if I'm not mistaken, she was Taleb's thesis advisor.
View ArticleRe: Commodities and Commodity Derivatives : Modelling & Pric
I have a copy of it waiting for me when I get home. I'll post some comments when I've had a look at it.
View ArticleRe: Commodities and Commodity Derivatives : Modelling & Pric
Thanks, looking forward to your comments...
View ArticleRe: Commodities and Commodity Derivatives : Modelling & Pric
Gamma, have an update for us yet?
View ArticleRe: Commodities and Commodity Derivatives : Modelling & Pric
It looks promising but I have only had a chance to thumb through it a yet. Apologies for the delay - I am in the process of buying a house and moving which seems to soak up all of my free time.
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