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Valery A. Kholodnyi
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Valery A. Kholodnyi's discussion was featured

My interview on my non-Markovian approach to modeling energy/commodity markets at Global Derivatives 2016

Dear Colleagues, I would like to let you know that I was invited to give an Interview on my Non-Markovian approach to modeling Commodity markets, in general, and Energy markets, in particular, at the Global Derivatives Conference held in Budapest, Hungary during May 9 – 13, 2016. For further information about my Interview please find below the YouTube link: https://www.youtube.com/watch?v=qDCvXQQy5LU For further information about my…See More
Mar 15
Valery A. Kholodnyi posted a discussion

My interview on my non-Markovian approach to modeling energy/commodity markets at Global Derivatives 2016

Dear Colleagues, I would like to let you know that I was invited to give an Interview on my Non-Markovian approach to modeling Commodity markets, in general, and Energy markets, in particular, at the Global Derivatives Conference held in Budapest, Hungary during May 9 – 13, 2016. For further information about my Interview please find below the YouTube link: https://www.youtube.com/watch?v=qDCvXQQy5LU For further information about my…See More
Mar 15
Valery A. Kholodnyi posted a discussion

Journal of Nonlinear Studies

Dear Colleagues, I would like to let you know that I was invited to join the editorial board of the Journal of Nonlinear Studies, a leading journal in the field with a wide spectrum of potential contributors and readers ranging from the academic researchers to industry practitioners worldwide. Submissions are welcome. For further information about the Journal of Nonlinear Studies including its Aims and Scope as well as the Editorial Board please find below the link to its Website:…See More
Mar 16, 2016
Valery A. Kholodnyi posted a discussion

Journal of Mathematics in Engineering, Science and Aerospace

Dear Colleagues, I would like to let you know that I was invited to join the editorial board of the Journal of Mathematics in Engineering, Science and Aerospace, a leading journal in the field with a wide spectrum of potential contributors and readers ranging from the academic researchers to industry practitioners worldwide. Submissions are welcome. For further information about the Journal of Mathematics in Engineering, Science and Aerospace including its Aims and Scope as well as the…See More
Feb 24, 2016
Valery A. Kholodnyi's discussion was featured

Thematic Program on Energy and Commodity Finance at Wolfgang Pauli Institute

Dear Colleagues, I would like to let you know that I am co-organizing with Rene Aid (Electricite de France), Marco Avellaneda (Currant Institute), Rama Cont (Imperial College), Fred Benth (University of Oslo), Walter Schachermayer (Wolfgang Pauli Institute and University of Vienna), Josef Teichmann (ETH), and Almut Veraart (Imperial College) a multi-year on-going Thematic Program on Energy and Commodity Finance at the Wolfgang Pauli Institute in Vienna, Austria. The main goal of the Thematic…See More
Feb 3, 2016
Valery A. Kholodnyi posted a discussion

Thematic Program on Energy and Commodity Finance at Wolfgang Pauli Institute

Dear Colleagues, I would like to let you know that I am co-organizing with Rene Aid (Electricite de France), Marco Avellaneda (Currant Institute), Rama Cont (Imperial College), Fred Benth (University of Oslo), Walter Schachermayer (Wolfgang Pauli Institute and University of Vienna), Josef Teichmann (ETH), and Almut Veraart (Imperial College) a multi-year on-going Thematic Program on Energy and Commodity Finance at the Wolfgang Pauli Institute in Vienna, Austria. The main goal of the Thematic…See More
Feb 3, 2016
Valery A. Kholodnyi's discussion was featured

Journal of Energy Markets

Dear Colleagues, I would like to let you know that I was invited to join the editorial board of the Journal of Energy Markets, a world-leading journal in the field with a wide spectrum of potential contributors and readers ranging from the industry practitioners to academic researchers worldwide. Submissions are welcome. For further information about the Journal of Energy Markets including its Aims and Scope as well as the Editorial Board please find below the link to the Risk Publications…See More
Jan 15, 2016
Valery A. Kholodnyi posted a discussion

International Journal of Financial Engineering

Dear Colleagues, I would like to let you know that I was recently invited to joint the editorial board of the International Journal of Financial Engineering, a new journal with a wide spectrum of potential contributors and readers ranging from the academic researchers to industry practitioners worldwide. Submissions are welcome. For further information about the International Journal of Financial Engineering including its Aims and Scope as well as the Editorial Board please find below the link…See More
Nov 30, 2015

Profile Information

Short Bio:
Valery A. Kholodnyi is Managing Director of Quantitative Research and Risk Analytics at Platts, a Division of the McGraw-Hill Companies. Prior to this role he served as Chief Science Officer and Vice President of Research and Development at Integrated Energy Services, Director of Research at TXU Energy Trading, Director of Quantitative Analysis at Reliant Resources, and Professor of Financial Mathematics and Risk Management and Executive Director of the Center for Quantitative Risk Analysis at Middle Tennessee State University. He authored four 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.

Valery A. Kholodnyi's Blog

Gauge Symmetry Group and Replication of Contingent Claims

Posted on June 11, 2015 at 2:00am 0 Comments

Dear Colleagues,



I would like to bring to your attention my book of 1998 on my beliefs-preferences gauge symmetry that might be of interest to you:

 

[1]  V.A. Kholodnyi, Beliefs-Preferences Gauge Symmetry Group and Replication of Contingent Claims in a General Market Environment, IES Press, Research Triangle Park, North Carolina, 1998.

 

I introduced the beliefs-preferences gauge symmetry as well as the related differential-geometrical and…

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At 5:57pm on March 15, 2008, Victor Zinenberg said…
Great career! How long are you in US!
 
 
 

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