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Virtual Barrels: Quantitative Trading in the Oil Market

by Ilia Bouchouev
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Current price ₹4,040.00
Original price ₹6,214.00
Original price ₹6,214.00
Original price ₹6,214.00
(-35%)
₹4,040.00
Current price ₹4,040.00

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Book cover type: Paperback
  • ISBN13: 9783031361531
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 360
  • Original Price: EUR 54.99
  • Language: English
  • Edition: N/A
  • Item Weight: 609 grams
  • BISAC Subject(s): Applied

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.

Dr. Ilia Bouchouev is the former President of Koch Global Partners, where he managed global derivatives trading business for over 20 years. Over the years, he introduced several energy derivatives products and was recognized as one of the leading experts in quantitative energy trading. He is currently managing partner at Pentathlon Investments and adjunct Professor at New York University where he teaches energy trading at Courant Institute of Mathematical Sciences. He has Ph.D. in Applied Mathematics.

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