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Valuation and Risk Management in Energy Markets

Valuation and Risk Management in Energy Markets

Paperback

Investing & Finance

ISBN10: 1107539889
ISBN13: 9781107539884
Publisher: Cambridge
Published: Mar 5 2015
Pages: 498
Weight: 1.88
Height: 1.00 Width: 7.00 Depth: 10.00
Language: English
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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Investing & Finance