Managing energy risk an integrated view on power and other energy markets
Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management. It takes a multi-commodity approach that covers the mutual influences of the markets for...
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| Otros Autores: | , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, England ; Hoboken, NJ :
John Wiley & Sons
c2007.
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009644286306719 |
| Sumario: | Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management. It takes a multi-commodity approach that covers the mutual influences of the markets for fuels, emission certificates, and power. It includes many practical examples and covers methods from financial mathematics as well as economics and energy-related models. |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (318 p.) |
| Bibliografía: | Includes bibliographical references (p. [291]-294) and index. |
| ISBN: | 9781119209102 9781282342910 9786612342912 9780470725467 |
