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Variance and Volatility Swaps in Energy Markets
Language: en
Pages: 0
Authors: Anatoliy V. Swishchuk
Categories:
Type: BOOK - Published: 2010 - Publisher:

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This paper is devoted to the pricing of variance and volatility swaps in energy market. We found explicit variance swap formula and closed form volatility swap
Modeling And Pricing Of Swaps For Financial And Energy Markets With Stochastic Volatilities
Language: en
Pages: 326
Authors: Anatoliy Swishchuk
Categories: Business & Economics
Type: BOOK - Published: 2013-06-03 - Publisher: World Scientific

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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, su
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
Language: en
Pages: 326
Authors: Anatoli? Vital?evich Svishchuk
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher: World Scientific

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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, su
Overview of Some Recent Results in Energy Market Modelling and Clean Energy Vision in Canada
Language: en
Pages: 0
Authors: Anatoliy V. Swishchuk
Categories:
Type: BOOK - Published: 2022 - Publisher:

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The paper overviews our recent results in energy market modelling, including: option pricing formula for a mean-reversion asset; variance and volatility swaps i
Energy Risk
Language: en
Pages: 284
Authors: Dragana Pilipović
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: McGraw Hill Professional

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Gain the benefit of Pilipovic's complete energy risk management system, from devising hedging and trading strategies to the implementation on the trading desk.