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An introduction to the unique features and mathematical models used in commodity markets (energy, metals, agricultural products), as well as fixed income and foreign exchange markets. Energy and other commodities represent an increasingly important asset class for financial institutions. Emphasis is on the application of financial mathematics to a variety of products and markets. Topics include: energy prices (including oil, gas, and power); cap and trade markets (carbon emissions); storable vs. non-storable commodities; short rate models; forward curves and calibration; swaps and options on interest rates and commodities.