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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Mahoney, Daniel (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016.
Edición:1st ed. 2016.
Colección:Applied Quantitative Finance,
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Acceso en línea:Texto Completo

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