Год выпуска: 2009 Автор: A. Eydeland, Krzysztof Wolyniec Издательство: Страниц: 700 ISBN: 0471784214
Описание
This book offers tools and methods for analysis and management of energy risk. "Energy and Power Risk Management, Second Edition" addresses the complex issues and challenges arising in the expanding market for energy derivatives, providing you with insight into modeling, hedging, and risk management techniques utilized in the energy markets. This fully revised and updated second edition provides significantly more coverage of the oil and oil product markets as well as commodity-linked fixed-income products, and also reviews the impact technical developments in modeling and model estimation have made within this industry over the last few years. This book addresses the application of quantitative techniques to development and effective implementation of risk management and trading strategies in commodities (energy and metals). It also addresses the challenges in applying quantitative techniques to highly volatile commodity markets, and explains both theoretical tools and their...
