Energy and Power Risk Management

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Sprache: Englisch

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Beschreibung

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 Géman, 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 Wolyniecs 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

Über den Autor

ALEXANDER EYDELAND, PhD, is the Vice President and Head of Research for Mirant Corp. He leads research efforts in developing models and strategies to support marketing, trading, and risk management, and in designing systems for evaluation, optimization, and management of energy assets.
KRZYSZTOF WOLYNIEC is the Director of Asset Modeling at Mirant Corp. He is responsible for modeling power and fuel markets as well as developing hedging and trading strategies around physical power and fuel assets.

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2002
Fachbereich:	Betriebswirtschaft
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Buch
Inhalt:	Einband - fest (Hardcover)
ISBN-13:	9780471104001
ISBN-10:	0471104000
Sprache:	Englisch
Einband:	Gebunden
Autor:	Eydeland, Alexander Wolyniec, Krzysztof
Hersteller:	Wiley
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	235 x 157 x 32 mm
Von/Mit:	Alexander Eydeland (u. a.)
Erscheinungsdatum:	30.12.2002
Gewicht:	0,887 kg

Artikel-ID: 103340538