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Energy and power risk management : new developments in modeling, pricing, and hedging

Author: Alexander Eydeland; Krzysztof Wolyniec
Publisher: Hoboken, N.J : Wiley, ©2003.
Series: Wiley finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Energy and Power Risk Management addresses the complex issues and challenges arising in the expanding market for energy derivatives, providing readers with insight into the modeling, hedging, and risk management techniques utilized in the energy markets.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Eydeland, Alexander.
Energy and power risk management.
Hoboken, N.J : Wiley, ©2003
(DLC) 2002013581
(OCoLC)50496354
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Alexander Eydeland; Krzysztof Wolyniec
ISBN: 0471455873 9780471455875 1280365854 9781280365850 9786610365852 6610365857
OCLC Number: 52315075
Description: 1 online resource (xiv, 490 pages) : illustrations.
Contents: Energy and Power Risk Management New Developments in Modeling, Pricing, and Hedging; contents; acknowledgments; Introduction; CHAPTER 1 Markets; CHAPTER 2 Basic Products and Structures; CHAPTER 3 Data; CHAPTER 4 Reduced-form Processes; CHAPTER 5 Forward Price Processes; CHAPTER 6 Correlation; CHAPTER 7 Hybrid Process for Power Prices; CHAPTER 8 Structured Products: Fuels and Other Commodities; CHAPTER 9 Power Plants and Other Cross-commodity Derivatives; CHAPTER 10 Risk Management.
Series Title: Wiley finance series.
Responsibility: Alexander Eydeland, Krzysztof Wolyniec.

Abstract:

Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses  Read more...

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"If you were considering buying one book on this topic this would be a strong candidate." (The Journal of Energy Literature, June 2003)

 
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