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.
| ISBN: | 9780470029626 |
| Publication date: | 16th November 2007 |
| Author: | Markus Burger, Bernhard Graeber, Gero Schindlmayr |
| Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
| Format: | Hardback |
| Pagination: | 302 pages |
| Series: | Wiley Finance Series |
| Genres: |
Finance and accounting |