Carnegie Mellon University


Representative Markets

  • Energy (electricity, renewables, natural gas, oil, and refined products)
  • Metals (base, ferrous, specialist non-ferrous, precious, and rare)
  • Agriculturals (grains, seeds, dairy, and livestock)
  • Commoditized services (CO2 allowances and freight shipping)
  • Weather-linked securities
  • Currencies and cryptocurrencies

Representative Areas

  • Asset pricing and hedging
  • Asset management and portfolio allocation
  • Contract securitization and derivative structuring
  • Corporate finance of producers and end consumers
  • Long-term investment financing
  • Risk measurement and management
  • Trading and hedging strategies
  • Regulation (EMIR, REMIT, MIFID, Dodd-Frank)
  • Macro market analysis and microstructure
  • Market analysis
  • Econometric analysis and statistics
  • Quantitative financial modeling
  • Operations management and operations research
  • Real options and physical asset valuation