Valuation and Risk Management in Energy Markets 1st edition by Glen Swindle – Ebook PDF Instant Download/Delivery:1107539889, 978-1107539884
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Product details:
ISBN 10: 1107539889
ISBN 13: 978-1107539884
Author: Glen Swindle
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 dynamics, and a sequence of increasingly challenging structures, concluding with issues arising at the enterprise level. In totality, the material has been selected to provide readers with the analytical foundation required to function in modern energy trading and risk management groups.
Table of contents:
I. Introduction to Energy Commodities
II. Basic Valuation and Hedging
III. Primary Valuation Issues
IV. Multifactor Models
V. Advanced Methods and Structures
VI. Additional Topics
Appendixes
Bibliography
Index
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Tags: Valuation, Risk Management, Energy Markets, Glen Swindle


