Energy Risk: Valuing and Managing Energy Derivatives (Professional Finance & Investment)

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9780071485944: Energy Risk: Valuing and Managing Energy Derivatives (Professional Finance & Investment)
Reseña del editor:

The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets

The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets.

Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions.

The Second Edition of Energy Risk features:

  • Detailed coverage of the primary factors that influence energy risk
  • Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options
  • Specific guidelines and tools for achieving risk goals
  • New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more

Contraportada:

[Pilipovic: Energy Risk, 2E, 0-07-148594-5, Back Cover Copy]

The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets

The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets.

Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions.

The Second Edition of Energy Risk features:

  • Detailed coverage of the primary factors that influence energy risk
  • Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options
  • Specific guidelines and tools for achieving risk goals
  • New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more

    [Pilipovic: Energy Risk, 2E, 0-07-148594-5, Flap Copy]

    Completely revised and updated, the Second Edition of Energy Risk presents an unsurpassed guide to energy trading, together with a full range of winning methods and strategies for valuing energy derivatives and managing risk in these ever volatile markets.

    Noted researcher and energy markets innovator Dragana Pilipovic offers a cutting-edge examination of market behavior that encompasses both quantitative analysis and trader-oriented insights, providing practical guidance on energy trading and risk management issues.

    The Second Edition of Energy Risk takes readers step by step through the primary factors that influence energy risk, methods of building marked-to-market forward price curves, valuing energy options, and strategies for achieving risk goals.

    This updated classic features three new chapters on the emerging energy market and marked-to-market issues...more technical information on energy risk measurement and management…updated sections on market price analysis, demand drivers, decentralization of markets, and volatility…and new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model.

    With this new edition of Energy Risk

    , you'll be able to:

    • Learn the Latest Methods of Trading, Modeling, and Hedging for Today's Energy Markets
    • Discover What Makes Energies So Different from Other Markets
    • Master Modeling Principles and Market Behavior
    • Harness Statistical Tools Essential to Success in the Energy Markets
    • Improve Their Understanding of Spot Price Behavior
    • Acquire the Skills to Analyze the Forward Price Curve
    • Build Marked-to-Market Forward Price Curves by Implementing Forward Price Models
    • Find Out How to Measure Volatilities
    • Get an Overview of Option Pricing for Energies
    • Explore Option Valuation Techniques
    • Examine Specific Ways of Valuing Energy Options
    • Review the Factors Involved in Measuring Energy Risk
    • Optimize Their Portfolio Analysis Expertise
    • Survey Critical Risk Management Policies

    This all-in-one energy trading resource also contains helpful mathematical and statistical notes…models from interest rate and bond markets…a glossary of energy risk management terms…and a select bibliography.

    Dragana Pilipovic works at AAA Capital Management, a hedge fund in Houston. She was also the founder and president of SAVA Risk Management Corporation, which provided quantitative analysis, risk management, and software development to major companies in the energy industry and energy trading field. Ms. Pilipovic has received a United States patent for a volatility model, has published numerous articles in industry journals and speaks at professional conferences nationwide.

"Sobre este título" puede pertenecer a otra edición de este libro.

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Descripción McGraw-Hill Education - Europe, United States, 2007. Hardback. Estado de conservación: New. 2nd Revised edition. 238 x 194 mm. Language: English . Brand New Book. The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today s Volatile Energy Markets The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson s from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets. Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players managers, traders, quantitative analysts, and engineers and provides practical answers to energy trading and risk management questions.The Second Edition of Energy Risk features: Detailed coverage of the primary factors that influence energy risk Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options Specific guidelines and tools for achieving risk goals New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more. Nº de ref. de la librería AAC9780071485944

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Descripción McGraw-Hill Education - Europe, United States, 2007. Hardback. Estado de conservación: New. 2nd Revised edition. 238 x 194 mm. Language: English . Brand New Book. The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today s Volatile Energy Markets The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson s from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets. Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players managers, traders, quantitative analysts, and engineers and provides practical answers to energy trading and risk management questions.The Second Edition of Energy Risk features: Detailed coverage of the primary factors that influence energy risk Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options Specific guidelines and tools for achieving risk goals New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more. Nº de ref. de la librería AAC9780071485944

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Descripción McGraw-Hill. Hardcover. Estado de conservación: New. This item is printed on demand. Hardcover. 400 pages. The Latest Methods and Strategies for Successfully Trading and Managing Risk in Todays Volatile Energy Markets The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lessons from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets. Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key playersmanagers, traders, quantitative analysts, and engineersand provides practical answers to energy trading and risk management questions. The Second Edition of Energy Risk features: Detailed coverage of the primary factors that influence energy risk Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options Specific guidelines and tools for achieving risk goals New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more This item ships from La Vergne,TN. Hardcover. Nº de ref. de la librería 9780071485944

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