Valuation and Risk Management in Energy Markets

by Glen Swindle

Book Overview

Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The material spans basic fundamentals of markets, statistical analysis of price...

• Format: Paperback
• Language: English
• ISBN: 1107539889
• ISBN13: 9781107539884
• Release Date: March 2015
• Publisher: Cambridge University Press
• Length: 498 Pages
• Weight: 2.25 lbs.
• Dimensions: 1.0" x 7.0" x 10.0"