標(biāo)題: Titlebook: Virtual Barrels; Quantitative Trading Ilia Bouchouev Book 2023 The Editor(s) (if applicable) and The Author(s), under exclusive license to [打印本頁(yè)] 作者: charter 時(shí)間: 2025-3-21 16:47
書目名稱Virtual Barrels影響因子(影響力)
書目名稱Virtual Barrels影響因子(影響力)學(xué)科排名
書目名稱Virtual Barrels網(wǎng)絡(luò)公開度
書目名稱Virtual Barrels網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Virtual Barrels被引頻次
書目名稱Virtual Barrels被引頻次學(xué)科排名
書目名稱Virtual Barrels年度引用
書目名稱Virtual Barrels年度引用學(xué)科排名
書目名稱Virtual Barrels讀者反饋
書目名稱Virtual Barrels讀者反饋學(xué)科排名
作者: Observe 時(shí)間: 2025-3-21 20:45 作者: 難理解 時(shí)間: 2025-3-22 01:17 作者: 原諒 時(shí)間: 2025-3-22 07:17
Fundamentals, Storage, and the Model of the Squeezeical applications to the oil market. We then borrow some concepts from the physics of extreme events and develop a more practical alternative approach to the storage problem. We call it a stylized model of the squeeze. For an example of such a squeeze, we delve into the infamous episode of negative 作者: 痛打 時(shí)間: 2025-3-22 08:46 作者: 變形 時(shí)間: 2025-3-22 15:23 作者: onlooker 時(shí)間: 2025-3-22 18:28 作者: 大溝 時(shí)間: 2025-3-22 23:19 作者: 考得 時(shí)間: 2025-3-23 04:41
Options and Volatilitiesuis Bachelier whose a century-old pricing formula is still being used by oil traders. The classical Black-Scholes-Merton framework of option replication is then presented in a more general setting of diffusion processes. We highlight the importance of distinguishing between three commonly used types作者: 指派 時(shí)間: 2025-3-23 08:12
The Hidden Power of Negative Gammaility risk premium. We dissect the historical performance of various strategy specifications from multiple angles, introduce the concept of the VRP smile, and identify regime breaks caused by changing behavior of large market participants.作者: Initiative 時(shí)間: 2025-3-23 10:29 作者: 繁忙 時(shí)間: 2025-3-23 15:25
Volatility Term Structure and Exotic Optionsof over-the-counter deals highlights the importance of handling the volatility term structure and the effect of volatility dampening by price averaging. A simplified and more practical model for pricing and hedging average price options, which are popular among end-users, is presented. Swaptions and作者: Vo2-Max 時(shí)間: 2025-3-23 21:36 作者: surrogate 時(shí)間: 2025-3-24 00:45
Spread Options and Virtual Storagepread option, and the structural pricing dislocation between the physical and financial market is exploited. Other spread option and correlation strategies are based on the concept of a triangular arbitrage, which links prices of vanilla and spread options. We emphasize some flaws of correlation-bas作者: 等級(jí)的上升 時(shí)間: 2025-3-24 06:11
Epiloguefeedback loops revolving around optionality embedded in physical assets. While the nature of these assets will undoubtably evolve, the core quantitative principles which describe the assets will remain remarkably similar, such as batteries becoming the new form of the energy storage. Thus, many conc作者: 形上升才刺激 時(shí)間: 2025-3-24 08:26 作者: SNEER 時(shí)間: 2025-3-24 13:07 作者: 通便 時(shí)間: 2025-3-24 16:26 作者: FLAIL 時(shí)間: 2025-3-24 22:48
Options and Volatilitieson is then presented in a more general setting of diffusion processes. We highlight the importance of distinguishing between three commonly used types of volatility: local volatility, realized volatility, and implied volatility.作者: 斜 時(shí)間: 2025-3-25 03:13
Spread Options and Virtual Storageegies are based on the concept of a triangular arbitrage, which links prices of vanilla and spread options. We emphasize some flaws of correlation-based models and argue for a closer connection to fundamentals in modeling volatility of energy spreads.作者: demote 時(shí)間: 2025-3-25 05:03 作者: 索賠 時(shí)間: 2025-3-25 09:37 作者: 不如屎殼郎 時(shí)間: 2025-3-25 14:23
Ilia Bouchouevfundamentally inimical to the Western purpose of maintaining peace in freedom and security under the rule of law, and their activities are directed to undermining the instrument which, with the support of all Western governments, has served this purpose since 1949, the North Atlantic Alliance. The s作者: 粗俗人 時(shí)間: 2025-3-25 18:01 作者: laxative 時(shí)間: 2025-3-25 20:54 作者: Bucket 時(shí)間: 2025-3-26 02:11 作者: 不要嚴(yán)酷 時(shí)間: 2025-3-26 04:36 作者: 污點(diǎn) 時(shí)間: 2025-3-26 11:03 作者: 大廳 時(shí)間: 2025-3-26 13:42 作者: GRATE 時(shí)間: 2025-3-26 17:30 作者: 中古 時(shí)間: 2025-3-26 21:19 作者: 講個(gè)故事逗他 時(shí)間: 2025-3-27 03:17
e recently as a means through which organizations can achieve enhanced performance and sustained competitive advantage. Contemporary theories of pay highlight the role of pay as a management tool for the achievement of managerial ends and underline the importance of aligning employee behaviours to t作者: FLAIL 時(shí)間: 2025-3-27 06:02 作者: 難取悅 時(shí)間: 2025-3-27 09:58
Ilia Bouchouevl highway in 1971 would have been struck, on the one hand, by the beauty of an almost unbroken string of excellent swimming and surfing beaches and, on the other, by the rapidly expanding urban development along most of the coastline. Driving north from Tijuana, one soon reaches San Diego with its l作者: 無(wú)所不知 時(shí)間: 2025-3-27 16:59
Ilia Bouchouevy the work of unseeable atomic particles of matter whirling about and colliding with each other in the void. Similarly, psychoanalysis offers ultimate explanations of human conduct and the conscious thoughts and feelings it manifests. It holds that such conduct, thought and feeling are the work of t作者: 痛苦一生 時(shí)間: 2025-3-27 17:51 作者: 套索 時(shí)間: 2025-3-28 01:33 作者: SHRIK 時(shí)間: 2025-3-28 05:29
Ilia BouchouevDescribes 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作者: 話 時(shí)間: 2025-3-28 10:10
Springer Texts in Business and Economicshttp://image.papertrans.cn/v/image/983291.jpg作者: 巨頭 時(shí)間: 2025-3-28 12:28
https://doi.org/10.1007/978-3-031-36151-7Derivatives; Oil markets; Energy Economics; Mathematical finance; Commodities; Quantitative oil trading; O作者: 陶醉 時(shí)間: 2025-3-28 17:20 作者: resistant 時(shí)間: 2025-3-28 21:57
Virtual Barrels978-3-031-36151-7Series ISSN 2192-4333 Series E-ISSN 2192-4341 作者: 無(wú)力更進(jìn) 時(shí)間: 2025-3-29 01:10 作者: Neuralgia 時(shí)間: 2025-3-29 04:12 作者: 形狀 時(shí)間: 2025-3-29 10:46
Financialization and the Theory of Hedging Pressurehe oil market, the phenomenon dubbed financialization. We track the market transition from the early days of normal backwardation to the subsequent regime of normal contango and combine them into a more general economic framework that describes the hedging pressure equilibrium.作者: 過(guò)多 時(shí)間: 2025-3-29 13:40
Systematic Risk Premia Strategies markets through the lenses of risk premia, such as momentum, carry, and value. We discuss how the source of these risk premia in the oil market is ultimately linked to the theory of storage. Important concepts of signal blending and the reaction function are introduced.作者: Definitive 時(shí)間: 2025-3-29 18:12 作者: 搖曳的微光 時(shí)間: 2025-3-29 23:28
Macro Tradingee cross-asset relative value strategies. We conclude by constructing a simple and somewhat na?ve fair value model for the price of oil. While this model is built on questionable theoretical grounds, it is a good example of when something that should not work in theory turns out to be helpful in practice.作者: AMOR 時(shí)間: 2025-3-30 02:09 作者: garrulous 時(shí)間: 2025-3-30 04:55
Volatility Smile Tradingand use a more flexible framework of diffusion processes. We apply the technique of perturbation methods to develop a novel quadratic normal model. This model corrects the Bachelier formula for skewness and kurtosis with the three model parameters mapped to the three primary option benchmarks in the oil market.作者: Asseverate 時(shí)間: 2025-3-30 12:04 作者: Somber 時(shí)間: 2025-3-30 15:42 作者: Chemotherapy 時(shí)間: 2025-3-30 18:58 作者: Heretical 時(shí)間: 2025-3-30 21:05
Ilia Bouchouevg and identifying the major strategic choices is a challenging task. According to Lykke (2001), an American military scholar, strategy is best expressed in terms of ‘ends’, means’, and ‘ways’. Ends refer to the objectives actors strive for. Means are the resources and the technology designed for pur
