Energy modelling: advances in management of uncertainty

Contributor(s):

Kaminski, Vincent [Editor]

Material type: Text

TextPublication details: Barclays Risk Books 2005Edition: 2nd edDescription: xiv, 420pISBN:

1904339425

Subject(s):

DDC classification:

333.793231

Summary: A leading authority on the modelling of energy risks and the development of new trading strategies, the book balances chapters on complex analytical techniques with more accessible explanations of the key topics. Provides a full view of the latest analytical techniques and modelling strategies to help you effectively measure risk and cope with recent market developments. Reflecting the many significant recent changes in energy markets, this book features a number of newly commissioned chapters from the most current experts to cover: the impact of the weather on the trading; valuation and risk management of full requirements deals; pricing and hedging of heat rate options; credit risk modelling; capital adequacy models; bidding strategies in the US power pools; and managing congestion risk. All chapters have been extensively overhauled and rewritten using new evidence, figures, case studies and panels. Accessible enough for those who want a general understanding of the quantitative tools used in the energy business. Essential reading for traders, risk managers and those seeking a general understanding of quantitative trading in the energy markets.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	333.793231 E6 (Browse shelf(Opens below))	Available		160547

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A leading authority on the modelling of energy risks and the development of new trading strategies, the book balances chapters on complex analytical techniques with more accessible explanations of the key topics. Provides a full view of the latest analytical techniques and modelling strategies to help you effectively measure risk and cope with recent market developments. Reflecting the many significant recent changes in energy markets, this book features a number of newly commissioned chapters from the most current experts to cover: the impact of the weather on the trading; valuation and risk management of full requirements deals; pricing and hedging of heat rate options; credit risk modelling; capital adequacy models; bidding strategies in the US power pools; and managing congestion risk. All chapters have been extensively overhauled and rewritten using new evidence, figures, case studies and panels. Accessible enough for those who want a general understanding of the quantitative tools used in the energy business. Essential reading for traders, risk managers and those seeking a general understanding of quantitative trading in the energy markets.

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