| 书目名称 | Virtual Barrels |
| 副标题 | Quantitative Trading |
| 编辑 | Ilia Bouchouev |
| 视频video | |
| 概述 | Describes the evolution of quantitative trading in the oil market.Explains trading models used by hedge funds and professional commodity traders.Introduces novel approaches to pricing of oil options a |
| 丛书名称 | Springer Texts in Business and Economics |
| 图书封面 |  |
| 描述 | The global oil market is no longer solely influenced by the supply and demand of physical oil barrels. In today‘s landscape, financial barrels traded by hedge funds using quantitative algorithms and dealers managing large portfolios of oil derivatives are equally crucial in determining the price of oil. .This book offers a fascinating insight into the world of oil derivatives, exploring the quantitative models and trading strategies used by professional market participants. With a focus on oil options and volatility trading, the reader is taken on a journey through the story of this market, narrated by one of its pioneers who managed a highly successful trading business for almost a quarter of a century.. .Bridging the fields of energy economics and mathematical finance, this book demonstrates how the science of trading can unearth unique opportunities in the oil market. Written for aspiring quantitative traders and academic researchers alike, it offers a rare glimpse into the opaque and secretive world of oil derivatives, showcasing how it operates in practice.. |
| 出版日期 | Book 2023 |
| 关键词 | Derivatives; Oil markets; Energy Economics; Mathematical finance; Commodities; Quantitative oil trading; O |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-36151-7 |
| isbn_softcover | 978-3-031-36153-1 |
| isbn_ebook | 978-3-031-36151-7Series ISSN 2192-4333 Series E-ISSN 2192-4341 |
| issn_series | 2192-4333 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 16:47:59
