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Modeling and Valuation of Energy Structures

- Analytics, Econometrics, and Numerics

af Daniel Mahoney

indgår i Applied Quantitative Finance serien

Modeling and Valuation of Energy Structures af Daniel Mahoney
Bag om Modeling and Valuation of Energy Structures

Commodity markets present several challenges for quantitative modeling. 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137560148
  • Indbinding:
  • Hardback
  • Sideantal:
  • 455
  • Udgivet:
  • 17. November 2015
  • Udgave:
  • 12016
  • Størrelse:
  • 244x167x37 mm.
  • Vægt:
  • 892 g.
Leveringstid: 8-11 hverdage
Forventet levering: 3. Oktober 2024

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Commodity markets present several challenges for quantitative modeling. 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.

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