Energy and Power Risk Management : New Developments in Modeling, Pricing, and Hedging (Wiley Finance)

個数:

Energy and Power Risk Management : New Developments in Modeling, Pricing, and Hedging (Wiley Finance)

  • 提携先の海外書籍取次会社に在庫がございます。通常3週間で発送いたします。
    重要ご説明事項
    1. 納期遅延や、ご入手不能となる場合が若干ございます。
    2. 複数冊ご注文の場合、分割発送となる場合がございます。
    3. 美品のご指定は承りかねます。
  • 【重要:入荷遅延について】
    ウクライナ情勢悪化・新型コロナウィルス感染拡大により、洋書・洋古書の入荷が不安定になっています。詳しくはこちらをご確認ください。
    海外からのお取り寄せの場合、弊社サイト内で表示している標準的な納期よりもお届けまでに日数がかかる見込みでございます。
    申し訳ございませんが、あらかじめご了承くださいますようお願い申し上げます。
  • ◆画像の表紙や帯等は実物とは異なる場合があります。
  • 製本 Hardcover:ハードカバー版/ページ数 504 p.
  • 言語 ENG
  • 商品コード 9780471104001
  • DDC分類 333.790681

基本説明

"Wiley Finance"

Full Description

Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals." -Helyette Geman, Professor of Finance University Paris Dauphine and ESSEC "The most up-to-date and comprehensive book on managing energy price risk in the natural gas and power markets. An absolute imperative for energy traders and energy risk management professionals." -Vincent Kaminski, Managing Director Citadel Investment Group LLC "Eydeland and Wolyniec's work does an excellent job of outlining the methods needed to measure and manage risk in the volatile energy market." -Gerald G. Fleming, Vice President, Head of East Power Trading, TXU Energy Trading "This book combines academic rigor with real-world practicality. It is a must-read for anyone in energy risk management or asset valuation." -Ron Erd, Senior Vice President American Electric Power

Contents

Introduction. Chapter 1. Markets. Chapter 2. Basic Products and Structures. Chapter 3. Data. Chapter 4. Reduced-form Processes. Chapter 5. Forward Price Processes. Chapter 6. Correlation. Chapter 7. Hybrid Process for Power Prices. Chapter 8. Structured Products: Fuels and Other Commodities. Chapter 9. Power Plants and Other Cross-commodity Derivatives. Chapter 10. Risk Management. Appendix A: Multidimensional Monte Carlo Simulation with a Given Volatility and Correlation Structure: The Case of GBM. Appendix B: Optimization of Operations of Physical Assets. Bibliography. Index.