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Managing Energy Risk: An Integrated View on Power and Other Energy Markets
Markus Burger
€ 116.44
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Description for Managing Energy Risk: An Integrated View on Power and Other Energy Markets
Hardcover.
Mathematical techniques for trading and risk management.
Mathematical 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.
Product Details
Format
Hardback
Publication date
2007
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
316
Condition
New
Number of Pages
320
Place of Publication
New York, United States
ISBN
9780470029626
SKU
V9780470029626
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Markus Burger
Markus Burger is Head of Risk Control at EnBW Trading GmbH, the trading unit of the third largest energy supply company in Germany. He leads the market risk measurement ream with responsibility for valuation and stochastic modelling as well as credit risk management. Previously, he was a analyst for interest rate derivatives at Landesbank Baden-Wurttemberg (LBBW). He holds a Masters ... Read more
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