Published Books

The published works of the founders of Lacima Group outline the models and methodologies which form the foundation of, not only our software and services, but also many in-house development projects worldwide.

Energy Derivatives: Pricing & Risk Management

Les Clewlow & Chris Strickland with contributions from Vince Kaminiski, Grant Masson and Ronnie Chahal

This book (available in pdf form only), provides a comprehensive and technical treatment of the valuation and risk management of energy derivatives, within the oil, gas, and electricity markets.

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Implementing Derivative Models (Wiley Series in Financial Engineering)

Les Clewlow & Chris Strickland

Implementing Derivatives Models provides comprehensive coverage of practical pricing and hedging techniques for complex options.
Note: purchasing is through Amazon

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Exotic Options: The State of the Art

Les Clewlow & Chris Strickland

This book brings together leading international experts to provide an authoritative, practical and up-to-date guide to standard exotic options.
Note: purchasing is through Amazon.

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