Swindle, Glen Primary Author mixed material bibliography Cambridge: Cambridge University Press 2015 eng

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xi, 487 hlm. : il. ; 26 cm Daftar Isi:I. Introduction to EDnergy Commodities 1. Context 2. Forwards and Carry 3. Macro Pers[ective II. Basic Valuation and Hedging 4. Risk-Neutral Valuation 5. Dynamics of Forwards 6. Swap Books III. Primary Valuation Issues 7. Term Structure of Volatility 8. Skew 9. Correlation IV. Multifactor Models 10. Covariance Spot Prices ands Factor Models 11. Gaussian Exponential Factor Models 12. Modeling Paradigms V. Advanced Method and Structures 13. Natural Gas Storage 14. Tolling Deals 15. Variable-Quantity Swaps VI Additional Topic 16. Control Risk Metrics and Credit 17. Conclusions 1. ENERGI, INDUSTRI - KEUANGAN 2. KOMODITI BERJANGKA 3. ENERGY INDUSTRIES - FINANCE 332.644 SWI v 9781107539884 UPT Perpustakaan UM Koleksi Bahan Pustaka Perpustakaan UM 1 https%253A%252F%252Fsipadu.um.ac.id%252Fadmin%252Fpengolahan_buku%252Fimages%252Fupdbuku%252F55143.jpg 55143 2016-09-05 00:00:00 2016-09-05 00:00:00 machine generated