Quantitative Analysis in the Commodity Markets

题目:Quantitative Analysis in the Commodity Markets

主讲人: Kevin Kindall,Senior Data Scientist ,Hartree Partners

时间: 2018年11月21日 10:00-11:30

地点:武东路100号上海财经大学中欧平台武东路校区206


摘要:

Commodity markets present unique challenges that are not found in other markets.  In addition to price discovery, the operational characteristics of physical assets and the flexibility embedded in contracts can have a meaningful impact on valuation.  This presentation will introduce a few of the commodity markets, show why they are unique, and will introduce problems frequently encountered by practitioners. 

 

个人简介:

Kevin Kindall is a Senior Data Scientist with Hartree Partners, a commodity trading company based in New York City.  He is responsible for front and middle office support which includes derivatives pricing, risk metrics estimation, model review, and due diligence.  Prior to his current role, Kevin held positions with Enron and ConocoPhillips.  He has a Ph.D. in Physics from Clemson University, and a Masters in Computational Finance from Carnegie Mellon University.



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