Modeling and Valuation of Energy Structures: Analytics, Econometrics, and Numerics - Hardcover
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Availability:In StockContributor:Daniel MahoneySeries:Applied Quantitative FinancePublish date:2015-11-17Pages:455
Language:EnglishPublisher:Palgrave MacMillanISBN-13:9781137560148ISBN-10:1137560142UPC:9781137560148Book Category:Business & EconomicsBook Subcategory:Corporate Finance, Finance, Investments & SecuritiesBook Topic:Valuation, CommoditiesSize:9.55 x 6.30 x 1.23 inchesWeight:1.9511Product ID:SCVSM4HVNX
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 extraction through trading more difficult. These facts make it very easy for modeling efforts to run into...
Series: Applied Quantitative Finance
Language:EnglishPublisher:Palgrave MacMillanISBN-13:9781137560148ISBN-10:1137560142UPC:9781137560148Book Category:Business & EconomicsBook Subcategory:Corporate Finance, Finance, Investments & SecuritiesBook Topic:Valuation, CommoditiesSize:9.55 x 6.30 x 1.23 inchesWeight:1.9511Product ID:SCVSM4HVNX
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...
Publisher: Palgrave MacMillan
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