Commodity Modeling: View from the trenches
Speaker:
Alexander Eydeland
Date and Time:
Friday, April 9, 2010 - 9:00am to 10:00am
Location:
Fields Institute, Room 230
Abstract:
In this presentation we will present various issues and challenges facing commodity quants and suggest a number of modeling methodologies designed to address these issues. We will also give a brief introduction of standard commodity structures as well as new products and recent developments in commodity markets.