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Modeling and Valuation of Energy Structures: Analytics, Econometrics, and Numerics (Applied Quantitative Finance)
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mpn: 67 figures, 10 black & white tables, ean: 9781137560148, isbn: 1137560142,
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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 i...
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