About Me

This blog on commodities, financial modelling and related topics is written by Will Smith.  I’m a PhD student at Birkbeck, University of London studying Commodities Modelling (formally, I’m studying Mathematical Finance) under the supervision of Hélyette Geman.If you have a commodity related question please ask in the forum.

For non-commodity related questions, please email me.

Will Smith picture

7 Responses to About Me

  1. steve says:

    Hi

    I came across one of your posts in the CQF alumni forums that mentioned you would be giving a lecture on commodities next week. I had already attended a previous lecture on commodity pricing and found it to be quite interesting. The only thing that I found was lacking was the presenter explained the commodities market and methodology to do the price but did not spend alot of time walking us threw an actual model. As a suggestion, I think if you added an example of a model either in excel or matlab and walked us threw it, it would be very beneficial to the audiences understanding. This is just a suggestion and was wondering what you take would be on it. Thank in advance.

  2. Sure, I’ll be covering a number of features that models for different markets should have, as well as looking at a specific model for electricity that captures spikes. However I won’t have time to talk in detail about calibration.

  3. Gauri says:

    Hi Will,

    Really liked your website, I have read some of the papers you mentioned. I am currently working on the implementation of Gabillon Model for Crude Oil prices, have you implemented/used that model? Can you email me the details? it would really help a lot.

  4. K.l says:

    Hi Dr. Smith,

    Great blog site. I am very interested in how to build forward curve model in energy trading desk. Since i am working in banks rather than the real word of commodity market, I wonder if you have some simple data points and code (e.g., SAS, Matlab, R, S-plus, etc) to share with us. Also, some forward curve building 101 articles would be greatly appreciated.

    I maintained a personal wordpress powered website focus on risk management side in north America (I am in Calgary, Canada). Learning by doing …

    Thanks

    K.L

  5. Alban de Rouge says:

    Hi Will,
    Congrats for your website. Very interesting.
    I have heard you are doing a thesis with Geman, great idea!
    Hope to see you soon.
    Take care,
    Alban

  6. Ian Murray says:

    Will, none of your email-me hyperlinks are working. so this appears to be the only way to get hold of you. (sorry)
    I have just purchased a selection of textures from PhotoDough a US on-line company and have found that a number of the textures they sold to me have your copyright info in the metadata – you can find the company web page and texture sale offer at: http://photodough.com/deals/texture_chick_textures/bypass/1

    You can contact me if you need more details.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: