Hello all,
I am looking for informative books or articles on the subject of evaluation (mark to market) of commodity portfolios. About the different models that can be used and how these work with different types of contract evaluations.
Does anyone know of any such books or articles please?
Thank you.
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Replies
Thank you Mr. Samuelson. I will contact Mr. Kahn.
Douglas A Samuelson said:
Unfortunately, much of what has been written on this subject is hogwash. I think the person you want to ask about what's worthwhile in the literature is Bill Kahn, Head of Science -- Commercial Insurance at Chartis. He was head of risk analysis at Fannie Mae and knows what worked and what didn't. He should be reachable on LinkedIn. Feel free to tell him I referred you to him, and say hello for me -- we've been out of touch.
Doug Samuelson