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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
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ISBN: 1137560142 1349566888 1137560150 Year: 2016 Publisher: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan,

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Abstract

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value extraction through trading more difficult. These facts make it very easy for modeling efforts to run into serious problems, as many models are very sensitive to noise and hence can easily fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical approaches that have been successfully employed in support of trading operations, reflecting the author's 17 years of experience as a front-office 'quant'. The major theme of the book is that simpler is usually better, a message that is drawn out through the reality of incomplete markets, small samples, and informational constraints. The necessary mathematical tools for understanding these issues are thoroughly developed, with many techniques (analytical, econometric, and numerical) collected in a single volume for the first time. A particular emphasis is placed on the central role that the underlying market resolution plays in valuation. Examples are provided to illustrate that robust, approximate valuations are to be preferred to overly ambitious attempts at detailed qualitative modeling.


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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
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ISBN: 9781137560155 Year: 2016 Publisher: London Palgrave Macmillan UK :Imprint: Palgrave Macmillan

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Abstract

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value extraction through trading more difficult. These facts make it very easy for modeling efforts to run into serious problems, as many models are very sensitive to noise and hence can easily fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical approaches that have been successfully employed in support of trading operations, reflecting the author's 17 years of experience as a front-office 'quant'. The major theme of the book is that simpler is usually better, a message that is drawn out through the reality of incomplete markets, small samples, and informational constraints. The necessary mathematical tools for understanding these issues are thoroughly developed, with many techniques (analytical, econometric, and numerical) collected in a single volume for the first time. A particular emphasis is placed on the central role that the underlying market resolution plays in valuation. Examples are provided to illustrate that robust, approximate valuations are to be preferred to overly ambitious attempts at detailed qualitative modeling.

An Organizational, Social-Psychological, and Ethical Analysis of School Administrators' Use of Deception.
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ISBN: 0773412107 9780773412101 0773467971 9780773467972 Year: 2003 Publisher: Lewiston Edwin Mellen Press

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This book makes a major contribution to the scholarship of organizational analysis and leadership. It describes the imperfect world of school organizations as navigated by flesh-and-blood human beings - the leaders in this study are real people in real situations. It illuminates the ethical reasoning articulated by school principals in response to candid questions: why they chose to ignore, bend, or break rules; why they chose not to disclose factual information; or why they lied. Current administrators will find affirmation and validation in its theoretical grounding. Professors in graduate e


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Historiography and Identity IV: Writing History across Medieval Eurasiaoei
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ISBN: 2503586597 Year: 2021

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Historiography and ldentity IV: The Writing of History Across Medieval Eurasia
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Year: 2021

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The volume extends the mainly European focus of the series 'Historiography and ldentity' to probe into a more global perspective, exploring the historiographical cultures of a number of Eurasian macro-regions: China, Japan, Iran, South Arabia, Syria, Byzantium, Lotharingia, and Spain. The broader, Eurasian perspective can contribute to a deeper understanding of the very different ways in which works of historiography could communicate, promote, and negotiate 'visions of community' and concepts of belonging. Der Band erweitert den Schwerpunkt der Reihe 'Historiography and ldentity' auf eine globale Perspektive. Im Fokus stehen historiographische Kulturen in verschiedenen Makroregionen Eurasiens: China, Japan', Iran, Südarabien, Syrien, Byzanz, Lotharingien und Spanien. Diese breitere, eurasische Perspektive kann zu einem tieferen Verständnis der sehr unterschiedlichen Wege beitragen, auf denen in historiographischen Werken„Visionen von Gemeinschaft" und Konzepte von Zugehörigkeit kommuniziert, verbreitet und verhandelt wurden.


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Historiography and identity IV : the writing of history across medieval eurasia
Authors: ---
Year: 2021 Publisher: [Place of publication not identified] : Verlag der Österreichischen Akademie der Wissenschaften,

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The volume extends the mainly European focus of the series 'Historiography and ldentity' to probe into a more global perspective, exploring the historiographical cultures of a number of Eurasian macro-regions: China, Japan, Iran, South Arabia, Syria, Byzantium, Lotharingia, and Spain. The broader, Eurasian perspective can contribute to a deeper understanding of the very different ways in which works of historiography could communicate, promote, and negotiate 'visions of community' and concepts of belonging.

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Europe --- History.


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Alexandre Soljénitsyne : en finir avec l'idéologie
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ISBN: 9782213638577 Year: 2008 Publisher: Paris : Fayard,

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Bertrand de Jouvenel the conservative liberal and the illusions of modernity.
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ISBN: 1932236414 9781932236415 Year: 2005 Publisher: Wilmington,

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The conservative foundations of the liberal order defending democracy against its modern enemies and immoderate friends.
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Year: 2010 Publisher: Wilmington,

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Le libéralisme de Raymond Aron introduction critique.
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ISBN: 2877063240 9782877063241 Year: 1998 Publisher: Paris,

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