Cover Image

Energy and power risk management : new developments in modeling, pricing, and hedging / Alexander Eydeland, Krzysztof Wolyniec.

Show other versions (1)

Energy and Power Risk Management addresses the complex issues and challenges arising in the expanding market for energy derivatives, providing readers with insight into the modeling, hedging, and risk management techniques utilized in the energy markets.

Saved in:
Bibliographic Details
Online Access: Full Text (via EBSCO)
Main Author: Eydeland, Alexander
Other Authors: Wolyniec, Krzysztof
Format: eBook
Language:English
Published: Hoboken, N.J : Wiley, ©2003.
Series:Wiley finance series.
Subjects:
Energy industries > United States > Finance.
Portfolio management > United States.
Risk > United States.
Energy industries > Finance.
Portfolio management.
Risk.
United States.
Table of Contents:
  • Energy and Power Risk Management New Developments in Modeling, Pricing, and Hedging; contents; acknowledgments; 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.

Similar Items