Energy Risk: Valuing and Managing Energy Derivatives - Hardcover

Pilipovic, Dragana

Hardcover

ISBN 10: 0071485945 ISBN 13: 9780071485944

Verlag: McGraw-Hill Professional, 2007

Inhaltsangabe

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

Über diesen Titel

Über die Autorin bzw. den Autor

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. She holds a bachelors in physics from Harvard University, a masters in experimental physics from Brown University, and an MBA from the University of Chicago.

Details zur Ausgabe

• Verlag: McGraw-Hill Professional
• Erscheinungsdatum: 2007
• Sprache: Englisch
• ISBN 10: 0071485945
• ISBN 13: 9780071485944
• Einband: Gebundene Ausgabe
• Auflage: 2
• Anzahl der Seiten: 512
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar