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Modeling and Valuation of Energy Structures: Analytics, Econometrics, and Numerics
Daniel Mahoney
€ 131.70
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Description for Modeling and Valuation of Energy Structures: Analytics, Econometrics, and Numerics
Hardback. This book is a comprehensive guide to quantitative and statistical approaches that have been successfully employed in support of trading operations. Series: Applied Quantitative Finance. Num Pages: 384 pages, 67 figures, 10 black & white tables. BIC Classification: KFFM1; PBW. Category: (G) General (US: Trade). Dimension: 234 x 156 x 30. Weight in Grams: 870.
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 extraction through trading more difficult. These facts make it very easy for modeling efforts to run into serious problems, as many models are very sensitive to noise and hence can easily fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical approaches that have been successfully employed in ... Read more
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 extraction through trading more difficult. These facts make it very easy for modeling efforts to run into serious problems, as many models are very sensitive to noise and hence can easily fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical approaches that have been successfully employed in ... Read more
Product Details
Format
Hardback
Publication date
2015
Publisher
Palgrave Macmillan
Condition
New
Series
Applied Quantitative Finance
Number of Pages
455
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137560148
SKU
V9781137560148
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-99
About Daniel Mahoney
Dan Mahoney has over 17 years of experience as an energy quant in support of trading, structuring, and origination. He has extensive experience in mathematical and financial modeling with an emphasis on the valuation of volatility-related structures. He has held positions at Mirant, FPL, Sempra, Societe Generale, Trafigura, Swiss Re, and Citigroup, where he has been responsible for model development ... Read more
Reviews for Modeling and Valuation of Energy Structures: Analytics, Econometrics, and Numerics
A very interesting book that offers a concise and rigorous presentation of a wide range of methods analytical, numerical, and econometric and their application to the truly important risk management problems in the energy markets. The book is expertly written, its material remarkably relevant. The book will be beneficial to anyone interested in understanding the use of mathematical methods in ... Read more