Format:
1 Online-Ressource (X, 487 Seiten)
ISBN:
9781139568302
Content:
Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The material spans basic fundamentals of markets, statistical analysis of price dynamics, and a sequence of increasingly challenging structures, concluding with issues arising at the enterprise level. In totality, the material has been selected to provide readers with the analytical foundation required to function in modern energy trading and risk management groups
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Additional Edition:
ISBN 9781107036840
Additional Edition:
ISBN 9781107539884
Additional Edition:
Erscheint auch als Druck-Ausgabe Swindle, Glen H. Valuation and risk management in energy markets New York, NY : Cambridge Univ. Press, 2014 ISBN 9781107036840
Additional Edition:
ISBN 9781107539884
Language:
English
Subjects:
Economics
Keywords:
Energiemarkt
;
Risikomanagement
;
Mathematische Modellierung
DOI:
10.1017/CBO9781139568302
URL:
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