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Virtual Barrels: Quantitative Trading in - Hardcover, by Bouchouev Ilia - New h
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N.º de artículo de eBay:126842602779
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Características del artículo
- Estado
- Book Title
- Virtual Barrels: Quantitative Trading in the Oil Market (Springer
- ISBN
- 9783031361500
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Product Identifiers
Publisher
Springer
ISBN-10
3031361504
ISBN-13
9783031361500
eBay Product ID (ePID)
18060627061
Product Key Features
Number of Pages
Xiii, 346 Pages
Language
English
Publication Name
Virtual Barrels : Quantitative Trading in the Oil Market
Publication Year
2023
Subject
Industries / General, Economics / Macroeconomics, Economics / General, Industries / Financial Services, Applied
Type
Textbook
Subject Area
Mathematics, Business & Economics
Series
Springer Texts in Business and Economics Ser.
Format
Hardcover
Dimensions
Item Weight
27.9 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Dewey Edition
23
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
338.23
Table Of Content
Chapter 1. Introduction.- Part 1. Economic Foundations, Markets, and Participants.- Chapter 2 Oil, Money, and Yields.- Chapter 3. Fundamentals, Storage, and The Model of the Squeeze.- Chapter 4. Financialization and the Theory of Hedging Pressure.- Part 2. Quantitative Futures Strategies.- Chapter 5. Systematic Risk Premia Strategies.- Chapter 6. Quantamentals.- Chapter 7. Macro Trading.- Part 3. Volatility Trading.- Chapter 8. Options and Volatilities.- Chapter 9. The Hidden Power of Negative Gamma.- Chapter 10. Volatility Smile Trading.- Part 4. Over-the-Counter Options.- Chapter 11. Volatility Term Structure and Exotic Options.- Chapter 12. Volatility Arbitrage and Model Calibration.- Chapter 13. Spread Options and Virtual Storage.- Chapter 14. Epilogue.- Appendices. Option Pricing, Stochastic Processes, and Differential Equations.- A. Diffusions and Probabilities.- B. Option Pricing Under Normal and Lognormal Distributions.- C. The Pertubation Method and Quadratic Normal Model.- D Option Pricing with Time-Dependent Volatility.- E. Average-Price Options.- Glossary.- References.- Index.
Synopsis
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.
LC Classification Number
H61.25
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- 7***j (851)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaI recently purchased an item from this eBay seller, and I couldn't be happier with the experience. From the prompt communication to the fast shipping, everything was handled with utmost professionalism. The item arrived exactly as described and was well-packaged to ensure its safety during transit. The seller was courteous and responsive, making the entire transaction smooth and hassle-free. I highly recommend this seller to anyone looking for quality products and excellent service.
- c***m (445)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaWOW!; I cannot believe this 4 Days to Hawaii! ; AAA+++; Excellent Service; Great Pricing; Fast Delivery-Faster Than Expected to Hawaii!; Shipped 04/19, Sat, Received 04/24 Thur to Hawaii using free shipping; USPS Ground Mail, Paperback Book in Good Condition--Better Than Described ; TLC Packaging; Excellent Seller Communication, Sends updates . Highly Recommended!, Thank you very much!The Great Crash, 1929 - Paperback, by J K Galbraith - Acceptable (#125958575357)
- c***e (34)- Votos emitidos por el comprador.Mes pasadoCompra verificadaThe textbook was better than described. It looks like brand new! The price was appropriate for the type of textbook that it is. The appearance and quality of the textbook was impeccable. The shipping took about 2 weeks to arrive, but the textbook was well worth the wait. Seller packaged my textbook beautifully which ensured that it arrived unharmed and in perfect condition. Excellent seller! I would purchase more items from this seller in the future!