Book contents
- Frontmatter
- Contents
- Preface
- I Introduction to Energy Commodities
- II Basic Valuation and Hedging
- III Primary Valuation Issues
- IV Multifactor Models
- 10 Covariance, Spot Prices, and Factor Models
- 11 Gaussian Exponential Factor Models
- 12 Modeling Paradigms
- V Advanced Methods and Structures
- VI Additional Topics
- Appendixes
- Bibliography
- Index
12 - Modeling Paradigms
Published online by Cambridge University Press: 05 June 2014
- Frontmatter
- Contents
- Preface
- I Introduction to Energy Commodities
- II Basic Valuation and Hedging
- III Primary Valuation Issues
- IV Multifactor Models
- 10 Covariance, Spot Prices, and Factor Models
- 11 Gaussian Exponential Factor Models
- 12 Modeling Paradigms
- V Advanced Methods and Structures
- VI Additional Topics
- Appendixes
- Bibliography
- Index
Summary
- Type
- Chapter
- Information
- Valuation and Risk Management in Energy Markets , pp. 258 - 294Publisher: Cambridge University PressPrint publication year: 2014