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Natural Gas Storage Valuation with MATLAB

Ameya Deoras, MathWorks

Natural gas storage is a critical component of gas markets worldwide. The accurate valuation and trading of gas storage contracts is a key challenge faced by many organizations who wish to extract maximum value from these facilities and understand their associated market risks.

In this webinar, you will learn how MATLAB can be used to develop valuation and risk assessment strategies for gas storage contracts as well as develop insights into their behavior.

About the Presenter

Ameya Deoras is a senior application engineer at the MathWorks with a focus on the Finance & Energy industries. Prior to joining the MathWorks in 2008, Ameya undertook graduate research in computational gene prediction as well as robust speech recognition, both involving building statistical models for pattern recognition on large datasets using MATLAB. Ameya holds a B.S. in Electrical Engineering from the University of Illinois and an M.S. in Electrical Engineering from the Massachusetts Institute of Technology.

Product Focus

  • Optimization Toolbox
  • Statistics and Machine Learning Toolbox
  • Financial Toolbox
  • Financial Instruments Toolbox
  • Econometrics Toolbox

Recorded: 14 Aug 2014