Valuation and Risk Management in Energy Markets

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.
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An aparitie	2015
Autor	Dr Glen Swindle
Dimensiuni	17.8 x 2.5 x 25.4 cm
Editura	Cambridge University Press
Format	Paperback
ISBN	9781107539884
Limba	Engleza
Nr pag	498