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:
[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:
[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: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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