Commodity Option Pricing: A Practitioner's Guide (The Wiley Finance Series)
Dr Iain J. Clarkis former Head of Foreign Exchange and Commodities Quantitative Analysis at Standard Bank's London office, and has also worked for JP Morgan, BNP Paribas, Lehman Brothers, Dresdner Kleinwort and UniCredit. He holds a PhD in applied mathematics and an MSc in financial mathematics. He is the author ofForeign Exchange Option Pricing: A Practitioner's Guideand is currently an independent researcher and consultant.