Book Details

Commodity Derivatives: Markets and Applications / Neil C. Schofield

Publication year: 2021

ISBN: 1119349109

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The second edition includes discussions of critical new topics like dual curve swap valuation, option valuation within a negative price environment using the Bachelier model, volatility skews, smiles, smirks, term structures for major commodities, and more. You’ll find case studies on corporate failures linked to improper commodity risk management, as well as explorations of issues like the impact of growing interest in electric vehicles on commodity markets.


Subject: Finance, Investment, Finance & Investments, Institutional & Corporate Finance, Commodity futures, Commodity exchanges, Derivative securities