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6-10 December 2021
Hotel Fairmont Barcelona Rey Juan Carlos IBarcelona

Valery Kholodnyi
Principal Quantitative Analyst at Verbund AG

Profile

Valery Kholodnyi is a Principal Quantitative Analyst with Verbund Trading as well as a Pauli Fellow at the Wolfgang Pauli Institute. He authored five books and over a hundred research papers in finance, mathematics, physics and engineering. He was an invited speaker at numerous international and national conferences both for the industry practitioners and academic researchers. He is a recipient of the 15th Anniversary Outstanding Contribution to Energy Risk Award and the Pioneer Quant Honor by the Energy Risk Magazine.

Valery Kholodnyi's Network

Agenda Sessions

  • Pricing European commodity spread options in the non-Markovian approach by the method of Eigenclaims

    08:30
  • Advances in the Quantitative Modeling of the Energy Market

    11:40