Managing energy risk an integrated view on power and other energy markets

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...

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Bibliographic Details
Main Author: Burger, Markus
Other Authors: Graeber, Bernhard, Schindlmayr, Gero
Format: eBook
Language:English
Published: Chichester, England John Wiley & Sons 2007
Series:Wiley finance series
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:xiv, 302 pages illustrations, maps
ISBN:9780470725467
9786612342912
1119209102
1282342916
9781282342910
047072546X
9781119209102