{"product_id":"virtual-barrels-quantitative-trading-in-the-oil-market-9783031361531","title":"Virtual Barrels: Quantitative Trading in the Oil Market","description":"\u003cp\u003e • Author(s): Ilia Bouchouev\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Applied\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cdiv\u003eChapter 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.-   \u003c\/div\u003e\u003cdiv\u003eAppendices.  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.\u003c\/div\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":47658169073815,"sku":"9783031361531","price":4040.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9783031361531.webp?v=1775817505","url":"https:\/\/atlanticbooks.com\/products\/virtual-barrels-quantitative-trading-in-the-oil-market-9783031361531","provider":"Atlantic Books","version":"1.0","type":"link"}