Financial Derivative And Energy Market Valuation
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Author | : Michael Mastro, PhD |
Publisher | : John Wiley & Sons |
Total Pages | : 534 |
Release | : 2013-02-19 |
Genre | : Mathematics |
ISBN | : 1118501810 |
Download Financial Derivative and Energy Market Valuation Book in PDF, Epub and Kindle
A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also: • Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic • Extends seminal works developed over the last four decades to derive and utilize present-day financial models • Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing • Includes all Matlab code for readers wishing to replicate the figures found throughout the book Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering.
Author | : Dragana Pilipović |
Publisher | : McGraw Hill Professional |
Total Pages | : 284 |
Release | : 1998 |
Genre | : Business & Economics |
ISBN | : 9780786312313 |
Download Energy Risk Book in PDF, Epub and Kindle
Gain the benefit of Pilipovic's complete energy risk management system, from devising hedging and trading strategies to the implementation on the trading desk. "Energy Risk" explains valuation and portfolio analysis, and offers tips for managers who must deal with energy risk. It covers electricity, natural gas, and other energy markets. 175 illus.
Author | : René Aïd |
Publisher | : Springer |
Total Pages | : 107 |
Release | : 2015-01-14 |
Genre | : Mathematics |
ISBN | : 3319083953 |
Download Electricity Derivatives Book in PDF, Epub and Kindle
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings. The mathematical content of the book has intentionally been made light in order to concentrate on the main subject matter, avoiding fastidious computations. Wherever possible, the models are illustrated by diagrams. The book should allow prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.
Author | : Peter C. Fusaro |
Publisher | : Energy Publishing Enterprises dba |
Total Pages | : 288 |
Release | : 2000 |
Genre | : Business & Economics |
ISBN | : 0970222807 |
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The new finanacial markets for energy trading are growing globally. Financial derivatives now influence energy price formation for oil, gas and electricity. The power of the Internet is driving these global changes more rapidly and adding more price volatility. This book is the second of three books on energy trading and risk management written by best selling author Peter C. Fusaro. It covers the key new markets of emissions trading, weather driving, electronic energy trading, bandwidth trading and electricty and gas trading in Europe.
Author | : Robert E. Whaley |
Publisher | : John Wiley & Sons |
Total Pages | : 962 |
Release | : 2007-02-26 |
Genre | : Business & Economics |
ISBN | : 0470086386 |
Download Derivatives Book in PDF, Epub and Kindle
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Author | : John Martin |
Publisher | : Wiley |
Total Pages | : 480 |
Release | : 2001-07-04 |
Genre | : Business & Economics |
ISBN | : 9780471479024 |
Download Applied Math for Derivatives Book in PDF, Epub and Kindle
A handy guide/reference for investors, analysts, and students, Mathematics for Derivatives provides an integrated approach to the valuation of financial derivative instruments for a wide range of asset classes. Featuring a user-friendly format, it was designed to be used as both a step-by-step guide to derivative pricing for beginners, and a handy quick-reference for experienced market practitioners in need of a refresher on the intricacies of a specific instrument. Offering comprehensive coverage of derivative instruments, simple valuation methods, and many detailed examples, this book is sure to be warmly received by professional investors, fund managers, brokers, risk managers, analysts, financial software developers, and all who need a working knowledge of the mathematical techniques used in the derivatives industry. John Martin (Australia) has worked, taught and published extensively in the areas of treasury, derivatives and financial risk management. He was closely involved in the development of the derivatives industry in Australia in roles varying from market trader, risk manager, regulator and educator. He is a Partner at PricewaterhouseCoopers in Australia.
Author | : United States Congress |
Publisher | : Createspace Independent Publishing Platform |
Total Pages | : 94 |
Release | : 2017-10-17 |
Genre | : |
ISBN | : 9781978318052 |
Download Financial Derivatives on Energy Markets Book in PDF, Epub and Kindle
Financial derivatives on energy markets: hearing before the Committee on Energy and Natural Resources, United States Senate, One Hundred Eleventh Congress, second session, to examine financial transmission rights and other electricity market mechanisms, March 9, 2010.
Author | : Les Clewlow |
Publisher | : Twayne Publishers |
Total Pages | : 246 |
Release | : 2000 |
Genre | : Derivative securities |
ISBN | : 9780953889600 |
Download Energy Derivatives Book in PDF, Epub and Kindle
Author | : United States. Congress. House. Committee on Energy and Commerce. Subcommittee on Telecommunications and Finance |
Publisher | : |
Total Pages | : 146 |
Release | : 1994 |
Genre | : Derivative securities |
ISBN | : |
Download Derivative Financial Markets Book in PDF, Epub and Kindle
Author | : Nicholas H. Bingham |
Publisher | : |
Total Pages | : |
Release | : 1998 |
Genre | : Finance |
ISBN | : 9781447136217 |
Download Risk-neutral Valuation Book in PDF, Epub and Kindle