Modeling, Pricing, and Implementing Commodity Derivatives with R

Over the last decade, commodities have moved out of the financial market shadows into the investment mainstream.  This hands-on book details how to actively test data in real time, aids in the understanding of how these results impact modeling decisions, and explains how to analyze and implement up-to-date models in the R environment. Extensive use of built-in R modules and the development of new R functions built on top of existing functions provide empirical finance and econometric practitioners with a deeper understanding of real data implications versus the “stylized facts” in the market.