Managing Energy Risk: An Integrated View on Power and Other Energy Markets (eng)
Language: English
Published by Wiley, 2007
- Hardcover
- New

Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
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- Title
- Managing Energy Risk: An Integrated View on Power and Other Energy Markets (eng)
- Author
- Burger, Markus
- Publisher
- Wiley
- Publication year
- 2007
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470029625
- ISBN 13
- 9780470029626
- Item weight
- 0.73 kilograms
Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management. It takes a multi-commodity approach that covers the mutual influences of the markets for fuels, emission certificates, and power. It includes many practical examples and covers methods from financial mathematics as well as economics and energy-related models.
"Synopsis" may belong to another edition of this title.
About the Author
Bernhard Graeber is Head of Methodology and Models at EnBW Trading GmbH. His department is responsible for the development of load forecasting algorithms, of power plant dispatch models and of fundamental market models for electricity, CO2 certificates and fuels. He studies mechanical engineering and physics at the University of Stuttgart, Germany and at the University of Auckland, New Zealand and holds a PhD in energy economics from the University of Stuttgart. he has more that 10 years of experience in electricity market analysis and modeling.
Gero Schindlmayr is Head of Market Risk and Valuation Models at EnBW Trading GmbH. before joining EnBW he worked as a quantitative analyst for equity derivatives at Deutsche Bank A.G. He holds a PhD in mathematics and a Master's degree in operations research from the RWTH Aachen, Germany and an M.Sc degree in mathematics from Warwick University, UK. He is co-author of a book titled Equity Derivatives: Theory and Applications and of several papers in the area of energy derivatives and energy risk. His main field of work includes stochastic pricing models for electricity and gas, commodity forward curve modeling, value-at-risk models and multi-commodity risk.
"About the title" may belong to another edition of this title.
Brook Bookstore On Demand
Napoli, NA, Italy
AbeBooks seller since October 11, 2022
Shipping rates from Italy to U.S.A.
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