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If you like commodity vol, then after you're done with Shreve vol 2, you should take a look at Commodity Option Pricing: A Practitioner's Guide by Iain Clark, Commodity Derivatives: Markets and Applications by Neil Schofield, and Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy by Helyette Geman. Helyette Geman was the PhD advisor of Nissim Taleb, whose book you mention. She published a few other books on risk management of commodities, commodity finance, etc, but this is a good start.

[QUOTE="Dimitri Vulis, post: 318567, member: 44339"] If you like commodity vol, then after you're done with Shreve vol 2, you should take a look at Commodity Option Pricing: A Practitioner's Guide by Iain Clark, Commodity Derivatives: Markets and Applications by Neil Schofield, and Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy by Helyette Geman. Helyette Geman was the PhD advisor of Nissim Taleb, whose book you mention. She published a few other books on risk management of commodities, commodity finance, etc, but this is a good start. [/QUOTE]

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