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005			20220713024807.0
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008			071018s2007 enkab ob 001 0 eng d
010			_a 2007042797
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020			_a9781119209102 _q(electronic bk.)
020			_a1119209102 _q(electronic bk.)
020			_a9780470725467 _q(electronic bk.)
020			_a047072546X _q(electronic bk.)
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035			_a(OCoLC)608624309 _z(OCoLC)647782800 _z(OCoLC)648759872 _z(OCoLC)703215254 _z(OCoLC)792930749 _z(OCoLC)832421034 _z(OCoLC)961537994 _z(OCoLC)962728777 _z(OCoLC)988432608 _z(OCoLC)991921585 _z(OCoLC)992821795 _z(OCoLC)1037914549 _z(OCoLC)1038385341 _z(OCoLC)1044326153 _z(OCoLC)1045522953 _z(OCoLC)1064144279 _z(OCoLC)1077264300 _z(OCoLC)1081268813 _z(OCoLC)1086966751 _z(OCoLC)1162406798
037			_aCL0500000135 _bSafari Books Online
037			_a3168586B-9B59-4AA4-A5BB-B2E297DBF389 _bOverDrive, Inc. _nhttp://www.overdrive.com
037			_a9780470029626 _bO'Reilly Media
050		4	_aHD9502.A2 _bB876 2007eb
072		7	_aTEC _x031020 _2bisacsh
082	0	4	_a333.793/23 _222
049			_aMAIN
100	1		_aBurger, Markus. _9226409
245	1	0	_aManaging energy risk : _ban integrated view on power and other energy markets / _cMarkus Burger, Bernhard Graeber, Gero Schindlmayr.
260			_aChichester, England ; _aHoboken, NJ : _bJohn Wiley & Sons, _c©2007.
300			_a1 online resource (xiv, 302 pages) : _billustrations, maps
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aWiley finance series
504			_aIncludes bibliographical references (pages 291-294) and index.
520			_aMathematical techniques for trading and risk management. 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.
588	0		_aPrint version record.
505	0		_a1. Energy Markets -- 2. Energy Derivatives -- 3. Commodity Price Models -- 4. Fundamental Market Models -- 5. Electricity Retail Products -- 6. Risk Management.
505	0	0	_g1. _tEnergy Markets -- _g1.1. _tThe oil market -- _g1.1.1. _tConsumption, production and reserves -- _g1.1.2. _tCrude oil trading -- _g1.1.3. _tRefined oil products -- _g1.2. _tThe natural gas market -- _g1.2.1. _tConsumption, production and reserves -- _g1.2.2. _tNatural gas trading -- _g1.2.3. _tPrice formulas with oil indexation -- _g1.2.4. _tLiquefied natural gas -- _g1.3. _tThe coal market -- _g1.3.1. _tConsumption, production and reserves -- _g1.3.2. _tCoal trading -- _g1.3.3. _tFreight -- _g1.3.4. _tCoal subsidies in Germany: BAFA-indexed prices -- _g1.4. _tThe electricity market -- _g1.4.1. _tConsumption and production -- _g1.4.2. _tElectricity trading -- _g1.4.3. _tProducts in the electricity markets -- _g1.4.4. _tEnergy exchanges -- _g1.5. _tThe emissions market -- _g1.5.1. _tKyoto Protocol -- _g1.5.2. _tEU emissions trading scheme -- _g1.5.3. _tFlexible mechanisms -- _g1.5.4. _tProducts and market places -- _g1.5.5. _tEmissions trading in North America -- _g2. _tEnergy Derivatives -- _g2.1. _tForwards, futures and swaps -- _g2.1.1. _tForward contracts -- _g2.1.2. _tFutures contracts -- _g2.1.3. _tSwaps -- _g2.2. _t"Plain vanilla" options -- _g2.2.1. _tThe put-call parity and option strategies -- _g2.2.2. _tBlack's futures price model -- _g2.2.3. _tOption pricing formulas -- _g2.2.4. _tHedging options: the "Greeks" -- _g2.2.5. _tImplied volatilities and the "volatility smile" -- _g2.2.6. _tSwaptions -- _g2.3. _tAmerican and Asian options -- _g2.3.1. _tAmerican options -- _g2.3.2. _tAsian options -- _g2.4. _tCommodity bonds and loans -- _g2.5. _tMulti-underlying options -- _g2.5.1. _tBasket options -- _g2.5.2. _tSpread options -- _g2.5.3. _tQuanto and composite options -- _g2.6. _tSpot price options -- _g2.6.1. _tPricing spot price options -- _g2.6.2. _tCaps and floors -- _g2.6.3. _tSwing options -- _g2.6.4. _tVirtual storage -- _g3. _tCommodity Price Models -- _g3.1. _tForward curves and the market price of risk -- _g3.1.1. _tInvestment assets -- _g3.1.2. _tConsumption assets and convenience yield -- _g3.1.3. _tContango, backwardation and seasonality -- _g3.1.4. _tThe market price of risk -- _g3.1.5. _tDerivatives pricing and the risk-neutral measure -- _g3.2. _tCommodity spot price models -- _g3.2.1. _tGeometric Brownian motion -- _g3.2.2. _tThe one-factor Schwartz model -- _g3.2.3. _tThe Schwartz-Smith model -- _g3.3. _tStochastic forward curve models -- _g3.3.1. _tOne-factor forward curve models -- _g3.3.2. _tA two-factor forward curve model -- _g3.3.3. _tA multi-factor exponential model -- _g3.4. _tElectricity price models -- _g3.4.1. _tThe hourly forward curve -- _g3.4.2. _tThe SMaPS model -- _g3.4.3. _tRegime-switching model -- _g3.5. _tMulti-commodity models -- _g3.5.1. _tRegression analysis -- _g3.5.2. _tCorrelation analysis -- _g3.5.3. _tCointegration -- _g3.5.4. _tModel building.
505	0	0	_g4. _tFundamental Market Models -- _g4.1. _tFundamental price drivers in electricity markets -- _g4.1.1. _tDemand side -- _g4.1.2. _tSupply side -- _g4.1.3. _tInterconnections -- _g4.2. _tEconomic power plant dispatch -- _g4.2.1. _tThermal power plants -- _g4.2.2. _tHydro power plants -- _g4.2.3. _tOptimisation methods -- _g4.3. _tMethodological approaches -- _g4.3.1. _tMerit order curve -- _g4.3.2. _tOptimisation models -- _g4.3.3. _tSystem dynamics -- _g4.3.4. _tGame theory -- _g4.4. _tRelevant system information for electricity market modelling -- _g4.4.1. _tDemand side -- _g4.4.2. _tSupply side -- _g4.4.3. _tTransmission system -- _g4.4.4. _tHistorical data for backtesting -- _g4.4.5. _tInformation sources -- _g4.5. _tApplication of electricity market models -- _g4.6. _tGas market models -- _g4.6.1. _tDemand side -- _g4.6.2. _tSupply side -- _g4.6.3. _tTransport -- _g4.6.4. _tStorage -- _g4.6.5. _tPortfolio optimisation -- _g4.6.6. _tFormulation of the market model -- _g4.6.7. _tApplication of gas market models -- _g4.7. _tMarket models for oil, coal, and CO2 markets -- _g5. _tElectricity Retail Products -- _g5.1. _tInteraction of wholesale and retail markets -- _g5.2. _tRetail products -- _g5.2.1. _tCommon full service contracts -- _g5.2.2. _tIndexed contracts -- _g5.2.3. _tPartial delivery contracts -- _g5.2.4. _tPortfolio management -- _g5.2.5. _tSupplementary products -- _g5.3. _tSourcing -- _g5.3.1. _tBusiness-to-business (B2B) -- _g5.3.2. _tBusiness-to-consumer (B2C) -- _g5.3.3. _tSmall accounts -- _g5.3.4. _tMunicipalities and reseller -- _g5.4. _tLoad forecasting -- _g5.5. _tRisk premium -- _g5.5.1. _tPrice validity period -- _g5.5.2. _tBalancing power -- _g5.5.3. _tCredit risk -- _g5.5.4. _tPrice-volume correlation -- _g5.5.5. _tStrict risk premiums -- _g5.5.6. _tHourly price profile risk -- _g5.5.7. _tVolume risk -- _g5.5.8. _tOperational risk -- _g5.5.9. _tRisk premium summary -- _g6. _tRisk Management -- _g6.1. _tMarket price exposure -- _g6.1.1. _tDelta position -- _g6.1.2. _tVariance minimising hedging -- _g6.2. _tValue-at-Risk and further risk measures -- _g6.2.1. _tDefinition of Value-at-Risk -- _g6.2.2. _tParameters of the Value-at-Risk measure -- _g6.2.3. _tComputation methods -- _g6.2.4. _tLiquidity-adjusted Value-at-Risk -- _g6.2.5. _tEstimating volatilities and correlations -- _g6.2.6. _tBacktesting -- _g6.2.7. _tFurther risk measures -- _g6.3. _tCredit risk -- _g6.3.1. _tLegal risk -- _g6.3.2. _tQuantifying credit risk -- _g6.3.3. _tCredit rating.
546			_aEnglish.
590			_aeBooks on EBSCOhost _bEBSCO eBook Subscription Academic Collection - Worldwide
650		0	_aEnergy industries _xRisk management. _9226410
650		6	_aIndustries énergétiques _xGestion du risque. _91459279
650		7	_aTECHNOLOGY & ENGINEERING _xPower Resources _xElectrical. _2bisacsh _9873025
650		7	_aEnergiemarkt _2gnd _9853728
650		7	_aFinanzmathematik _2gnd _9886296
650		7	_aMathematisches Modell _2gnd _9898593
655		4	_aElectronic books.
700	1		_aGraeber, Bernhard. _9226411
700	1		_aSchindlmayr, Gero. _9226412
776	0	8	_iPrint version: _aBurger, Markus. _tManaging energy risk. _dChichester, England ; Hoboken, NJ : John Wiley & Sons, ©2007 _w(DLC) 2007042797
830		0	_aWiley finance series. _9398
856	4	0	_uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=323458
938			_a123Library _b123L _n6838
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