Energy Risk: Valuing and Managing Energy Derivatives

Energy Risk: Valuing and Managing Energy Derivatives

Pilipovic, Dragana

McGraw-Hill Education - Europe

11/1997

248

Dura

Inglês

9780786312313

0786312319

15 a 20 dias

666

The energy market uses tools and models that are unique and different from those required for traditional financial markets. This book provides not only an expert overview of energy trading but also the philosophies and strategies necessary for trading and managing risk in this arena of finance and investing.
What Makes Energies Different? Modeling Principles and Market Behavior.Spot Price Behavior.Essential Statistical Tools.Volatility.Spot Price Behavior.The Forward Price Curve.Volatilities.Overview of Option Pricing for Energies.Option Valuation.Measuring Risk.Portfolio Analysis.Risk Management Policies.Appendices: A: Mathematical and Statistical Notes.B: Models from Interest Rate and Bond Markets.
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