Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management

Praise for Handbook of Multi-Commodity Markets and Products

'An excellent introduction to commodities – concise, comprehensive, up-to-date. A well thought-through, self-contained presentation of major commodity markets combined with key analytical tools used for pricing and risk management in these markets. A truly useful primer for quantitative analysts, risk professionals, students, and, in general, for anyone who needs to enter or understand the world of commodities.'
—Alexander Eydeland, PhD, Managing Director Commodities, Morgan Stanley

'A very rich and useful handbook on commodities, providing industry specialists and academics alike with a mixture of contributions on key markets and products and quantitative methods as well as "hands-on" applications within the commodities space.'
—Helyette Geman, Professor of Finance, Birkbeck University of London & Johns Hopkins University; author, Commodities and Commodity Derivatives

'Yogi Berra once wrote that "in theory, there is no difference between theory and practice, in practice there is." This book clearly delineates this difference by providing a comprehensive and contemporary survey of each. Theoreticians and practitioners rejoice!'
—Peter Carr, PhD, Global Head of Market Modeling, Morgan Stanley; Executive Director, NYU Courant Math Finance Program

'In a time when financial textbooks are highly commoditized, good commodity ones are still rare merchandise.This contribution is undoubtedly an exception. Written by acknowledged experts in the field, it offers a unique blend of practical insights and quantitative rigour. The clarity of exposition and the number of case studies makethis volume a complete and valuable reference.'
—Fabio Mercurio, PhD, Head of Derivatives Research, Bloomberg LP

'Handbook of Multi-Commodity Markets and Products by Andrea Roncoroni, Gianluca Fusai and Mark Cummins is a valuable contribution to the literature on rapidly expanding and increasingly complicated commodity markets. The book will appeal to a wide range of industry professionals, including traders, quantitative and fundamental analysts supporting trading desks, and risk managers. The book will be also an important resource to academics and business students interested in teaching about, or in careers in, commodity trading. This is a must-read for anybody who is interested in keeping up with industry trends.'
—Vincent Kaminski, Professor in the Practice of Energy Management, Jones Graduate School of Business, Rice University

'I think the book does a superb job in covering all the relevant aspects of commodity markets, presenting real business elements in a clear and logical fashion, providing a comprehensive knowledge base to anyone who needs to understand the world of commodities markets.'
—Lorenzo Ceppatelli, Head of Risk, ENEL