Valuation and Risk Management in Energy Markets - Couverture rigide

Swindle, Glen

Couverture rigide

ISBN 10 : 1107036844 ISBN 13 : 9781107036840

Editeur : Cambridge University Press, 2014

Synopsis

Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The material spans basic fundamentals of markets, statistical analysis of price dynamics, and a sequence of increasingly challenging structures, concluding with issues arising at the enterprise level. In totality, the material has been selected to provide readers with the analytical foundation required to function in modern energy trading and risk management groups.

A propos du livre

À propos de l?auteur

Glen Swindle is the managing partner and co-founder of Scoville Risk Partners, a global professional services and analytics firm focused on the energy and commodities sectors. He has held senior positions at Constellation Energy, where he ran the Strategies group for the merchant energy business, and at Credit Suisse, where, as Managing Director, he was responsible for significant aspects of the North American energy business, running structured trading teams, as well as being co-head of power and natural gas trading. Previously he held tenured positions at University of California, Santa Barbara and Cornell University. He currently holds an adjunct faculty position at New York University, where he lectures on energy valuation and portfolio management. He is also on the Energy Oversight Committee for GARP's Energy Risk Professional Program and is a frequent speaker at panel discussions and webinars. He holds a Ph.D. in Applied Mathematics from Cornell University, an M.Sc. Eng. in Mechanical Aerospace Engineering from Princeton University, and a B.Sc. in Mechanical Engineering from Caltech.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2014
• Langue: anglais
• ISBN 10: 1107036844
• ISBN 13: 9781107036840
• Reliure: Relié
• Nombre de pages: 494
• Coordonnées du fabricant: Cambridge University Press; https://www.cambridge.org/; ; Via Honduras,15; Pomezia; Italia; 71; Italie