Piazza Umberto I
University of Bari
Statistical arbitrage, trading strategy, Value at Risk, commodity markets.
Basis swaps, HJM model, Credit crisis, Libor models, Multi-curve term structure modelling
Implied Volatility, Electricity Options, Seasonality, Factor Models, Settlement Prices
Finance; Arbitrage-free models; Libor; Term structure; Volatility modelling
This page was processed by aws-apollo2 in 0.156 seconds