http://commoditymodels.com A blog on the mathematical modelling of energy and other commodities by Will Smith. Tue, 27 Mar 2012 19:53:01 +0000 en hourly 1 http://wordpress.com/ http://1.gravatar.com/blavatar/7dd4ee1e4f13a44edfe2185997c37313?s=96&d=http%3A%2F%2Fs2.wp.com%2Fi%2Fbuttonw-com.png http://commoditymodels.com http://commoditymodels.com/2012/01/06/1-day-commodity-conference-free-london-20-january-2012/ http://commoditymodels.com/2012/01/06/1-day-commodity-conference-free-london-20-january-2012/#comments Fri, 06 Jan 2012 05:59:33 +0000 commoditymodels http://commoditymodels.com/?p=307 ]]> http://commoditymodels.com/2012/01/06/1-day-commodity-conference-free-london-20-january-2012/feed/ 0 commoditymodels http://commoditymodels.com/2011/06/07/commodities-on-uk-tv/ http://commoditymodels.com/2011/06/07/commodities-on-uk-tv/#comments Tue, 07 Jun 2011 08:11:18 +0000 commoditymodels http://commoditymodels.com/?p=301 ]]> http://commoditymodels.com/2011/06/07/commodities-on-uk-tv/feed/ 0 commoditymodels http://commoditymodels.com/2010/08/17/commodity-prices/ http://commoditymodels.com/2010/08/17/commodity-prices/#comments Tue, 17 Aug 2010 00:42:14 +0000 commoditymodels http://commoditymodels.com/?p=269 ]]> http://commoditymodels.com/2010/08/17/commodity-prices/feed/ 6 commoditymodels http://commoditymodels.com/2010/06/03/bloombergs-commodity-crash-misreporting/ http://commoditymodels.com/2010/06/03/bloombergs-commodity-crash-misreporting/#comments Thu, 03 Jun 2010 00:33:34 +0000 commoditymodels http://commoditymodels.com/?p=246 ]]> http://commoditymodels.com/2010/06/03/bloombergs-commodity-crash-misreporting/feed/ 1 commoditymodels Bloomberg Misreporting of a Growth Index as a Price Index http://commoditymodels.com/2010/05/03/literature-review-on-oil-depletion/ http://commoditymodels.com/2010/05/03/literature-review-on-oil-depletion/#comments Mon, 03 May 2010 22:25:11 +0000 commoditymodels http://commoditymodels.com/?p=239 ]]> http://commoditymodels.com/2010/05/03/literature-review-on-oil-depletion/feed/ 2 commoditymodels Oil Depletion Thumbnail http://commoditymodels.com/2010/03/18/commodity-futures-curves-visualisation-the-movie/ http://commoditymodels.com/2010/03/18/commodity-futures-curves-visualisation-the-movie/#comments Thu, 18 Mar 2010 17:38:29 +0000 commoditymodels http://commoditymodels.com/?p=205 ]]> http://commoditymodels.com/2010/03/18/commodity-futures-curves-visualisation-the-movie/feed/ 15 commoditymodels g Crude Oil, WTI, NYMEX 2004-2010 g US Natural Gas, Henry Hub g Copper, High Grade g #2 Soft Red Winter Wheat g Cocoa, LIFFE http://commoditymodels.com/2010/03/15/recommended-paper-commodities-futures-curves/ http://commoditymodels.com/2010/03/15/recommended-paper-commodities-futures-curves/#comments Mon, 15 Mar 2010 01:23:42 +0000 commoditymodels http://commoditymodels.com/?p=159 ]]> http://commoditymodels.com/2010/03/15/recommended-paper-commodities-futures-curves/feed/ 2 commoditymodels 2010_03_Gabillon_Paper http://commoditymodels.com/2010/03/07/commodity-futures-curve-interpolation-parallel-matlab/ http://commoditymodels.com/2010/03/07/commodity-futures-curve-interpolation-parallel-matlab/#comments Sun, 07 Mar 2010 04:47:27 +0000 commoditymodels http://commoditymodels.com/?p=153 ]]> http://commoditymodels.com/2010/03/07/commodity-futures-curve-interpolation-parallel-matlab/feed/ 1 commoditymodels Preview http://commoditymodels.com/2010/02/25/key-papers-in-commodities-finance/ http://commoditymodels.com/2010/02/25/key-papers-in-commodities-finance/#comments Thu, 25 Feb 2010 02:28:07 +0000 commoditymodels http://commoditymodels.com/?p=126 ]]> http://commoditymodels.com/2010/02/25/key-papers-in-commodities-finance/feed/ 1 commoditymodels Key_Commodities_Papers_Preview http://commoditymodels.com/2010/02/24/parameter-estimation-mean-reverting-process/ http://commoditymodels.com/2010/02/24/parameter-estimation-mean-reverting-process/#comments Wed, 24 Feb 2010 17:06:24 +0000 commoditymodels http://commoditymodels.com/?p=115 ]]> http://commoditymodels.com/2010/02/24/parameter-estimation-mean-reverting-process/feed/ 2 commoditymodels Calibrating Ornstein Uhlenbeck http://commoditymodels.com/2010/02/11/presentation-introduction-to-commodities-modelling/ http://commoditymodels.com/2010/02/11/presentation-introduction-to-commodities-modelling/#comments Thu, 11 Feb 2010 20:06:28 +0000 commoditymodels http://commoditymodels.com/?p=90 ]]> http://commoditymodels.com/2010/02/11/presentation-introduction-to-commodities-modelling/feed/ 0 commoditymodels CQF_Extras_Preview http://commoditymodels.com/2010/02/05/recommended-paper-oil-and-gas-depletion/ http://commoditymodels.com/2010/02/05/recommended-paper-oil-and-gas-depletion/#comments Fri, 05 Feb 2010 15:34:42 +0000 commoditymodels http://commoditymodels.com/?p=81 ]]> http://commoditymodels.com/2010/02/05/recommended-paper-oil-and-gas-depletion/feed/ 0 commoditymodels http://commoditymodels.com/2010/02/04/recommended-paper-introduction-to-the-oil-markets-and-oil-prices/ http://commoditymodels.com/2010/02/04/recommended-paper-introduction-to-the-oil-markets-and-oil-prices/#comments Thu, 04 Feb 2010 20:26:44 +0000 commoditymodels http://commoditymodels.com/?p=74 ]]> http://commoditymodels.com/2010/02/04/recommended-paper-introduction-to-the-oil-markets-and-oil-prices/feed/ 0 commoditymodels http://commoditymodels.com/2010/01/26/upcoming-presentation-on-commodity-modelling-london/ http://commoditymodels.com/2010/01/26/upcoming-presentation-on-commodity-modelling-london/#comments Tue, 26 Jan 2010 20:08:52 +0000 commoditymodels http://commoditymodels.com/?p=66 ]]> http://commoditymodels.com/2010/01/26/upcoming-presentation-on-commodity-modelling-london/feed/ 0 commoditymodels http://commoditymodels.com/2010/01/20/choosing-a-dissertation-topic-financial-engineering/ http://commoditymodels.com/2010/01/20/choosing-a-dissertation-topic-financial-engineering/#comments Wed, 20 Jan 2010 17:30:14 +0000 commoditymodels http://commoditymodels.com/?p=63 ]]> http://commoditymodels.com/2010/01/20/choosing-a-dissertation-topic-financial-engineering/feed/ 0 commoditymodels Choosing_Dissertation_Preview_2