Virtual Barrels: Quantitative Trading in the Oil Market
Bouchouev, Ilia
- 出版商: Springer
- 出版日期: 2023-12-02
- 售價: $2,410
- 貴賓價: 9.5 折 $2,290
- 語言: 英文
- 頁數: 346
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 3031361504
- ISBN-13: 9783031361500
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商品描述
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.
商品描述(中文翻譯)
全球石油市場不再僅受到實際石油桶供需的影響。在當今的環境中,由運用量化算法進行交易的對沖基金和管理大型石油衍生品投資組合的交易商同樣對油價的決定起著至關重要的作用。本書提供了對石油衍生品世界的迷人洞察,探索了專業市場參與者使用的量化模型和交易策略。著重於石油期權和波動率交易,本書帶領讀者踏上一段旅程,透過一位在這個市場上經營了將近四分之一世紀的先驅者的敘述,深入了解這個市場的故事。本書橫跨能源經濟學和數學金融領域,展示了交易科學如何在石油市場中發現獨特的機會。本書針對有志於成為量化交易員和學術研究人員的讀者,提供了一個罕見的窺探石油衍生品這個不透明且神秘的世界的機會,展示了它在實踐中的運作方式。
作者簡介
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.
作者簡介(中文翻譯)
Dr. Ilia Bouchouev是Koch Global Partners的前任總裁,他在該公司管理全球衍生品交易業務超過20年。多年來,他引入了幾種能源衍生品產品,並被譽為量化能源交易領域的領先專家之一。他目前是Pentathlon Investments的管理合夥人,並擔任紐約大學的兼職教授,在Courant數學科學研究所教授能源交易。他擁有應用數學博士學位。