Virtual Barrels: Quantitative Trading in the Oil Market by Ilia Bouchouev
Virtual Barrels: Quantitative Trading in the Oil Market
Ilia Bouchouev
Page: 346
Format: pdf, ePub, mobi, fb2
ISBN: 9783031361500
Publisher: Springer Nature Switzerland
Download Book ➡ Link
Read Book Online ➡ Link
Pdf books for free download Virtual Barrels: Quantitative Trading in the Oil Market 9783031361500 by Ilia Bouchouev in English
Overview
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.
留言列表
