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Valuation and Risk Management in Energy Markets

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Valuation and Risk Management in Energy Markets - Swindle, Glen
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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 ...

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Valuation and Risk Management in Energy Markets 2015, Cambridge University Press, Cambridge

ISBN-13: 9781107539884

Trade paperback

Valuation and Risk Management in Energy Markets 2014, Cambridge University Press, New York

ISBN-13: 9781107036840

Hardcover