Detail Cantuman
Pencarian SpesifikBuku
Valuation and risk management in energy markets / Glen Swindle
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
Informasi Detail
| Judul Seri |
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| Kode Buku |
332.644 SWI v
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| No Reg |
00113/PB/16
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| Penerbit | Cambridge: Cambridge University Press : ., 2015 |
| Deskripsi Fisik |
xi, 487 hlm. : il. ; 26 cm
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| Bahasa | |
| ISBN/ISSN |
978-1-107-53988-4
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| Edisi |
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| Subjek | |
| Pernyataan Tanggungjawab |
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