1. Auflage - November 2007
97,90 Euro
2007. 316 Seiten, Hardcover
- Monographie -
ISBN-10: 0-470-02962-5
ISBN-13: 978-0-470-02962-6 - John Wiley & Sons

Preis inkl. Mehrwertsteuer zzgl. Versandkosten.





Probekapitel

Langtext
Managing energy risk is a practical guide to using modern techniques in financial mathematics for trading energy.

Taking a multi-commodity view on the energy markets, addressing electricity, oil, gas, coal and CO2 emissions and explaining their fundamental relations, this book is a comprehensive overview of the energy markets and their products explaining models for pricing, portfolio optimization, risk measurement and market analysis.

By integrating energy economics approaches, including fundamental market models, with financial engineering approaches commonly used in banks and other trading companies, Managing energy Risk is valuable resource, relevant for risk management, structuring, pricing, market analysis, and model development.

Aus dem Inhalt
Foreword.

Preface.

1. Energy Markets.

2. Energy Derivatives.

3. Commodity Price Models.

4. Fundamental Market Models.

5. Electricity retail Products.

6. Risk Management.

Appendices.

Bibliography.

Index.