Energy Modelling
Subtitle: Advances in the Management of Uncertainty
Edition: 2Rev Ed edition
Publisher: Risk Books
Published: July 15, 2005
Format: Hardcover
Number of pages: 380
ISBN-13: 9781904339427
Subjects: Energy industries & utilities
First sentence: Modelling the dynamics of energy prices is a critical component of any system of valuation and risk management tools designed and used for a portfolio containing both linear energy-related instruments, such as forwards, and nonlinear instruments, such as options or transactions with volumetric risk exposures.