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.
- ISBN10 0470029625
- ISBN13 9780470029626
- Publish Date 16 November 2007
- Publish Status Active
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 320
- Language English