Energy and Power Risk Management : New Developments in Modeling, Pricing, and Hedging
Alexander. Eydeland
Bok Engelsk 2003 · Electronic books.
| Annen tittel | |
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| Utgitt | Hoboken : : Wiley, , 2003.
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| Omfang | 1 online resource (506 p.)
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| Opplysninger | Description based upon print version of record.. - Energy and Power Risk Management New Developments in Modeling, Pricing, and Hedging; contents; acknowledgments; Introduction; CHAPTER 1 Markets; CHAPTER 2 Basic Products and Structures; CHAPTER 3 Data; CHAPTER 4 Reduced-form Processes; CHAPTER 5 Forward Price Processes; CHAPTER 6 Correlation; CHAPTER 7 Hybrid Process for Power Prices; CHAPTER 8 Structured Products: Fuels and Other Commodities; CHAPTER 9 Power Plants and Other Cross-commodity Derivatives; CHAPTER 10 Risk Management. - APPENDIX A Multidimensional Monte Carlo Simulation with a Given Volatility and Correlation Structure: The Case of GBMAPPENDIX B Optimization of Operations of Physical Assets; Bibliography; Index. - Praise for Energy and Power Risk Management""Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals.""-Helyette Geman, Professor of Finance University Paris Dauphine and ESSEC""The most up-to-date and comprehensive book on managing energy price risk in the natural gas and power markets. An absolute imperative for energy traders and energy risk management professionals.""-Vincent
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 0471104000. - 9780471104001
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