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Found 1 from your keywords: author=MAHONEY, Daniel
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Modeling and Valuation of Energy Structures
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MAHONEY, Daniel

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value extraction through trading more difficult. These facts make it very easy for modeling efforts to run in…

Edition
1
ISBN/ISSN
978-1-137-56014-8
Collation
XVIII, 455
Series Title
Applied Quantitative Finance
Call Number
-