Modeling and valuation of energy structures : analylsis., econometrics, and numerics

Daniel Mahoney

Year of publication:	2016
Authors:	Mahoney, Daniel
Publisher:	Basingstoke, Hampshire [u.a.] : Palgrave Macmillan
Subject:	Energy markets \| commodity markets \| structured products \| tolling \| gas storage \| econometrics \| stochastic modelling \| robust valuation \| incomplete markets \| high dimensional problems \| calculus \| cointegration \| commodity market \| duality \| energy \| GARCH \| liquidity \| numerics \| optimization \| Simulation \| Stochastic modelling \| valuation \| volatility \| Energiemarkt \| Energy market \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Rohstoffmarkt \| Commodity market \| Optionspreistheorie \| Option pricing theory \| Ökonometrie \| Econometrics \| Unvollkommener Markt \| Incomplete market \| ARCH-Modell \| ARCH model \| Mathematische Optimierung \| Mathematical programming \| Modellierung \| Scientific modelling \| Rohstoffderivat \| Commodity derivative \| Mathematisches Modell
Description of contents:	Table of Contents [gbv.de]