b*****o
发帖数: 240 | 1 Is there any good quant analysis book in energy area (focus on power).
Please recommend one. thanks |
d*********g
发帖数: 49 | 2 this should be a classic:
http://www.amazon.com/Energy-Power-Risk-Management-Developments/dp/0471104000
but power market is quant-unfriendly I think.
【在 b*****o 的大作中提到】
: Is there any good quant analysis book in energy area (focus on power).
: Please recommend one. thanks
|
f******r
发帖数: 2975 | 3 where can I find such positions? |
m****d
发帖数: 331 | 4
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why do you think that? I just know the power market is toooo small and is
closedly related to goverment and policy.
【在 d*********g 的大作中提到】
: this should be a classic:
: http://www.amazon.com/Energy-Power-Risk-Management-Developments/dp/0471104000
: but power market is quant-unfriendly I think.
|
d*********g
发帖数: 49 | 5 From what I heard, there are massive details in the contract specification,
and peculiar supply/demand structures in the market, therefore elegant
mathematical treatment is unlikely.
However I am more thinking in terms of mainstream quantitative finance, one
can be very sophisticated just by spreadsheet modelling in this market, a
lot of opportunity for traders.
【在 m****d 的大作中提到】
:
: ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
: why do you think that? I just know the power market is toooo small and is
: closedly related to goverment and policy.
|
