June 28th, 2013, 8:35 pm
This may be worth to have a look at Commodity Options by C.Garner and P.Brittain???In their book, the authors argue that the behaviour of commodities prices and volatility is specific, and so is hedging, risk-management, and option management/strategies of this asset class.
Last edited by
tags on June 28th, 2013, 10:00 pm, edited 1 time in total.