Energy Risk: Valuing and Managing Energy Derivatives
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:
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Chapter 12 Measuring Risk
Chapter 13 Portfolio Analysis
Chapter 14 Risk Management Policies
Mathematical and Statistical Notes
Models from Interest Rate and Bond Markets
Analysis of Markets Published in the First Edition of Energy Risk
Glossary of Energy Risk Management Terms
Chapter 9 Overview of Option Pricing for Energies
Chapter 10 Option Valuation
Chapter 11 Valuing Energy Options