Energy risk: Valuing and managing energy derivatives/ Dragna Pilipovic
Tác giả : Dragna Pilipovic
Nhà xuất bản : McGraw-Hill
Năm xuất bản : 1997
Nơi xuất bản : New York
Mô tả vật lý : 248p.; 24cm.
Chủ đề : 1. Commodify futures. 2. Derivative securities. 3. Economic. 4. Energy market. 5. Financial market. 6. Social science.
Thông tin chi tiết
| Tóm tắt : | Properties and principles that make energy markets so different from more established financial markets. Essential types of modeling principles and skill that are demanded by the complexities of energy market, including electricity and natural gas. Way to model the underlying price behavior of the spot and forward markets, plus an effective method for modeling volatility.Opition price modeling and implementation. |