This document shows the formula used to derive Option Value using Black Scholes ( Black 76 ) formula applied to commodity options
A presentation explaining how FX Conversion issues can affect the Delta of Commodity deal , and some possible solutions to this.
Since the addition of formula functions, for example to assess different volume types (e.g. nominated
VaR is a measure of the expected loss over a given time horizon at a given confidence interval
A presentation that looks at how Projection Methods in Endur are used to created pricing structures.
Lets say we are a USD reporting company trading EUR denominated Oil products. Oil is quoted in USD so there is a FX risk.
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