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

• Κύριος συγγραφέας: Mahoney, Daniel (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016.
• Σειρά: Applied Quantitative Finance series
• Θέματα: Energy policy.; Energy and state.; Business mathematics.; Finance.; Mathematics.; Econometrics.; Economics.; Finance, general.; Business Mathematics.; Energy Policy, Economics and Management.; Mathematics, general.

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 extrac...