Modeling and Valuation of Energy Structures Analytics, Econometrics, and Numerics /
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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2016.
|
| Series: | Applied Quantitative Finance series
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
