Energy Derivatives - Pricing and Risk Management

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Energy Derivatives: Pricing and Risk Management Chris Strickland Les Clewlow (Author)


Product Details

• Hardcover: 224 pages
• Publisher: Lacima Group (August 1, 2000)
• Language: English
• ISBN-10: 0953889602
• ISBN-13: 978-0953889600
  

Les Clewlow & Chris Strickland with contributions from Vince Kaminiski, Grant Masson and Ronnie Chahal

This book provides a comprehensive and technical treatment of the valuation and risk management of energy derivatives, within the oil, gas, and electricity markets.
Book outlineEnergy markets around the world are rapidly being deregulated leading to unprecedented levels of competition in the energy industry, increased exposure to the prices on commodities, and exposing participants to potentially catastrophic risks.
This book provides a comprehensive and technical treatment of the valuation and risk management of energy derivatives, within the oil, gas, and electricity markets, and looks in depth at:

• the behaviour of spot and forward prices
• modelling and estimating volatility
• structures that exist in the energy derivatives market and their applications
• pricing and hedging of energy derivatives using single and multi-factor spot price models
• using simulation and trinomial trees for pricing caps, floors, swaptions, and path-dependent securities such as barriers, Asians, lookbacks, and swing options.
• multi-factor models of the forward curve, including volatility estimation and pricing of exotic derivatives
• risk management of energy derivative positions
• value-at-risk and credit risk for energy derivatives
  

A large proportion of the content is original research by the authors who have applied over 20 years combined derivatives experience and research in the energy markets.

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关键词：derivatives Management Derivative Managemen Pricing Chris treatment amp management technical

谢谢分享，下载学习。。。

thanks for sharing。。。。

谢谢分享~~

Many thanks for sharing!

为什么我下载下来的是坏的 没法儿看哦

iris913 发表于 2013-7-27 10:47
为什么我下载下来的是坏的 没法儿看哦

這文檔不是ｐｄｆ格式，而是 ｄｊｖｕ格式，你可上ｇｏｏｇｌｅ找ｄｊｖｕ　ｖｉｅｗｅｒ下載，安裝後就可以讀取文檔．

martinnyj 发表于 2013-7-27 22:23
這文檔不是ｐｄｆ格式，而是 ｄｊｖｕ格式，你可上ｇｏｏｇｌｅ找ｄｊｖｕ　ｖｉｅｗｅｒ下載，安裝後就可 ...

哦 酱紫呀 多谢多谢啦

顶一下

thanks for sharing