Quantitative Methods for Electricity Trading and Risk Management
Subtitle: Advanced Mathematical and Statistical Methods for Energy Finance (Finance and Capital Markets)
Publisher: Palgrave Macmillan
Published: April 6, 2006
Language: eng
Format: Hardcover
Number of pages: 256
ISBN-13: 9781403943576
Subjects: Banking; Energy industries & utilities; Investment & securities; Mathematical models; Energy; Futures And Options Trading; Mathematical Economics; Risk management; Business & Economics; Business / Economics / Finance; Business/Economics; Investments & Securities - General; Finance; Business Mathematics; Statistics; Business & Economics / Finance; Rates; Economics - General; Electric utilities
Description: This comprehensive book presents an accessible guide to Risk Management and Trading applications for the Electricity Markets in a practical manner. Various methodologies developed over the last few years are considered and current literature is reviewed. Fiorenzani emphasizes the relationships between trading, hedging and generation asset management. With its clear structure and well researched text, this is an invaluable asset to Investment Professionals, Research Analysts, Energy CEO's and Risk Management Professionals. It would also be an invaluable text for postgraduates in energy finance.