Titlebook: Virtual Barrels; Quantitative Trading Ilia Bouchouev Book 2023 The Editor(s) (if applicable) and The Author(s), under exclusive license to

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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

Observe

難理解

原諒

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

痛打

變形

onlooker

大溝

考得

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

指派

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.