Managing Energy Risk
Author | : Markus Burger |
Publisher | : John Wiley & Sons |
Total Pages | : 316 |
Release | : 2008-04-30 |
ISBN-10 | : 047072546X |
ISBN-13 | : 9780470725467 |
Rating | : 4/5 (6X Downloads) |
Download or read book Managing Energy Risk written by Markus Burger and published by John Wiley & Sons. This book was released on 2008-04-30 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management. It takes a multi-commodity approach that covers the mutual influences of the markets for fuels, emission certificates, and power. It includes many practical examples and covers methods from financial mathematics as well as economics and energy-related models.