Risk Management in Commodity Markets: From Shipping to Agriculturals and Energy

About the Contributors

Carol Alexander

Carol Alexander is a Professor of Risk Management at the ICMA Centre, University of Reading, and Chair of the Academic Advisory Council of the Professional Risk Manager's International Association (PRMIA). She is the author of a new four-volume text on Market Risk Analysis and of the best-selling textbook Market Models, both published by Wiley. She has also been editor of and contributor to a very large number of books on finance and mathematics, including the multi-volume Professional Risk Manager's Handbook (McGraw-Hill, 2008 and PRMIA Publications). Carol has published over 100 academic journal articles, book chapters and books, the majority of which focus on financial risk management and mathematical finance.

Giovanni Barone-Adesi

Giovanni Barone-Adesi is Professor of Finance Theory at the Swiss Finance Institute, University of Lugano, Switzerland. After graduating from the University of Chicago, he taught at the University of Alberta, University of Texas, City University and the University of Pennsylvania. His main research interests are derivative securities and risk management. He is the author of several models for valuing and hedging securities. Especially well-known are his contributions to the pricing of American commodity options and the measurement of market risk. He advises several exchanges and other business organizations.

Svetlana Borovkova

Currently an associate professor of Finance at the Vrije Universiteit Amsterdam, Dr ...