Modeling and Valuation of Energy Structures: Analytics, Econometrics, and Numerics by Daniel Mahoney

Modeling and Valuation of Energy Structures: Analytics, Econometrics, and Numerics

Applied Quantitative Finance

Daniel Mahoney

455 pages • missing pub info (editions)

nonfiction business economics informative medium-paced
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Description

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 tha...

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