Energy and Power Risk Management: New Developments in Modeling, Pricing, and HedgingISBN: 978-0-471-10400-1
Hardcover
504 pages
December 2002
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Introduction.
Chapter 1. Markets.
Chapter 2. Basic Products and Structures.
Chapter 3. Data.
Chapter 4. Reduced-form Processes.
Chapter 5. Forward Price Processes.
Chapter 6. Correlation.
Chapter 7. Hybrid Process for Power Prices.
Chapter 8. Structured Products: Fuels and Other Commodities.
Chapter 9. Power Plants and Other Cross-commodity Derivatives.
Chapter 10. Risk Management.
Appendix A: Multidimensional Monte Carlo Simulation with a Given Volatility and Correlation Structure: The Case of GBM.
Appendix B: Optimization of Operations of Physical Assets.
Bibliography.
Index.
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