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ENERGY RISK: VALUING AND MANAGING ENERGY DERIVATIVES

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The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets.

Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions.

The Second Edition of Energy Risk features:

- Detailed coverage of the primary factors that influence energy risk
- Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options
- Specific guidelines and tools for achieving risk goals
- New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more

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Availability

10000748

332.6328 PIL e 2nd

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Dragana Pilipovic

Call Number

332.6328 PIL e 2nd

Publisher

New York : McGraw-Hill., 2007

Collation

xvi, 512 p. : ill ; 24cm.

Language

English

ISBN/ISSN

978-0-07-148594-4

Classification

332.6328

Content Type

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Edition

2nd. ed.

Subject(s)

Buku Umum
Finance
Economics
Investing

Specific Detail Info

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Other version/related

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