Managing Energy Risk. Markus Burger

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Название: Managing Energy Risk

Автор: Markus Burger

Издательство: John Wiley & Sons Limited

Жанр: Управление, подбор персонала

Серия:

isbn: 9780470725467

isbn: 0

Аннотация:

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.