Valuation and Risk Management in Energy Markets

Download or read book Valuation and Risk Management in Energy Markets written by Glen Swindle and published by Cambridge University Press. This book was released on 2014-02-17 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The book will provide readers with the analytical foundation required to function in modern energy trading and risk management groups.