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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 and 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. Purchasing via 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. Purchasing via Amazon.


Les Clewlow and Chris Strickland were the editors of this book which contains contributions by various luminaries in this emerging field.

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