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Anotace knihy

Mathematical techniques for trading and risk managementManaging 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.Markus Burger (Karlsruhe, Germany) is head of Risk Control at EnBW Trading in Germany. Gero Schindlmayr (Karlsruhe, Germany) is a former quantitative analyst. Bernhard Graeber (Karlsruhe, Germany) is a Quantitative Analyst at EnBW Trading.

Parametry knihy

• Plný název: Managing Energy Risk
• Podnázev: An Integrated View on Power and Other Energy Markets
• Autor: Markus Burger, Bernhard Graeber, Gero Schindlmayr
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 312
• EAN: 9780470029626
• ISBN: 0470029625
• ID: 01387936
• Nakladatelství: John Wiley & Sons Inc
• Hmotnost: 710 g
• Rozměry: 253 × 178 × 24 mm
• Datum vydání: 16. November 2007

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