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Mathematical finance / Financial markets / Options / Futures contract / Pairs trade / Contango / Volatility / Mean reversion / Options spread / Financial economics / Finance / Investment


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City

Chief-Scientist / Santa Barbara / /

Company

Energy Futures / Bloomberg / FinAnalytica INC. / New York Mercantile Exchange / /

Country

Germany / United States / /

Currency

pence / /

/

Facility

Business Engineering University of Karlsruhe / Applied Probability University of California / University of California / College of Letters / University of Karlsruhe / /

IndustryTerm

oil trading / crude oil / heating oil / natural gas / natural gas futures / futures product / oil / month natural gas futures / natural gas futures trading / energy / /

Organization

University of Karlsruhe / College of Letters and Science / University of California / Santa Barbara / Department of Statistics / School of Economics / Division of Mathematical / Life and Physical Sciences / Yale School of Management / Economics and Business Engineering University of Karlsruhe / KIT / /

Person

Svetlozar (Zari) T. Rachev / Izumi Nagayama / Toshiki Yotsuzuka / Toshiki Honda / Frank J. Fabozzi / Matteo Manera / Ryozo Miura / Kazuhiko Ohashi / /

Position

profit model for energy futures / profit model for a simplified pairs trading strategy / Chair / simplified profit model for pairs trading / trader / total profit model for pairs trading / Corresponding Author / /

ProvinceOrState

California / /

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