Coverart for item
The Resource Valuation and risk management in energy markets, Glen Swindle, (electronic resource)

Valuation and risk management in energy markets, Glen Swindle, (electronic resource)

Label
Valuation and risk management in energy markets
Title
Valuation and risk management in energy markets
Statement of responsibility
Glen Swindle
Title variation
Valuation & risk management in energy markets
Creator
Subject
Language
eng
Summary
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--
Assigning source
Provided by Publisher
Cataloging source
UkCbUP
http://library.link/vocab/creatorName
Swindle, Glen
Dewey number
332.6722
Index
index present
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Cambridge books online
http://library.link/vocab/subjectName
  • Energy industries
  • Commodity futures
  • Investments
  • Financial risk
Label
Valuation and risk management in energy markets, Glen Swindle, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1017/CBO9781139568302
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
I - Introduction to Energy Commodities 1 - Context 2 - Forwards and Carry 3 - Macro Perspective II - Basic Valuation and Hedging 4 - Risk-Neutral Valuation 5 - Dyanmics of Forwards 6 - Swaps Books III - Primary Valuation Issues 7 - Term Structure of Volatility 8 - Skew 9 - Correlation IV - Multifactor Models 10 - Covariance, Spot Prices, and Factor Models 11 - Gaussian Exponential Factor Models 12 - Modeling Paradigms V - Advanced Methods and Structures 13 - Natural Gas Storage 14 - Tolling Deals 15 - Variable-Quantity Swaps VI - Additional Topics 16 - Control, Risk Metrics, and Credit 17 - Conclusions Appendixes A - Black-76 and Margrabe B - Portfolio Mathematics C - Gaussian Exponential Factor Models D - Common Tradables
Control code
CR9781139568302
Extent
1 online resource (498 pages)
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781139568302
Media category
computer
Media MARC source
rdamedia.
Media type code
  • c
Other physical details
digital, PDF file(s)
Specific material designation
remote
System control number
(OCoLC)881236851
Label
Valuation and risk management in energy markets, Glen Swindle, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1017/CBO9781139568302
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
I - Introduction to Energy Commodities 1 - Context 2 - Forwards and Carry 3 - Macro Perspective II - Basic Valuation and Hedging 4 - Risk-Neutral Valuation 5 - Dyanmics of Forwards 6 - Swaps Books III - Primary Valuation Issues 7 - Term Structure of Volatility 8 - Skew 9 - Correlation IV - Multifactor Models 10 - Covariance, Spot Prices, and Factor Models 11 - Gaussian Exponential Factor Models 12 - Modeling Paradigms V - Advanced Methods and Structures 13 - Natural Gas Storage 14 - Tolling Deals 15 - Variable-Quantity Swaps VI - Additional Topics 16 - Control, Risk Metrics, and Credit 17 - Conclusions Appendixes A - Black-76 and Margrabe B - Portfolio Mathematics C - Gaussian Exponential Factor Models D - Common Tradables
Control code
CR9781139568302
Extent
1 online resource (498 pages)
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781139568302
Media category
computer
Media MARC source
rdamedia.
Media type code
  • c
Other physical details
digital, PDF file(s)
Specific material designation
remote
System control number
(OCoLC)881236851

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