Energy Risk: Valuing and Managing Energy Derivatives: Valuing and Managing Energy Derivatives

Hardcover | August 13, 2007

byDragana Pilipovic

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The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets

The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets.

Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions.

The Second Edition of Energy Risk features:

  • Detailed coverage of the primary factors that influence energy risk
  • Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options
  • Specific guidelines and tools for achieving risk goals
  • New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more

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From the Publisher

The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing e...

Dragana Pilipovic works at AAA Capital Management, a hedge fund in Houston. She was also the founder and president of SAVA Risk Management Corporation, which provided quantitative analysis, risk management, and software development to major companies in the energy industry and energy trading field. Ms. Pilipovic has received a United ...

other books by Dragana Pilipovic

Energy Risk: Valuing and Managing Energy Derivatives
Energy Risk: Valuing and Managing Energy Derivatives

Kobo ebook|Aug 1 2007

$84.89 online$110.24list price(save 22%)
Format:HardcoverDimensions:400 pages, 9.5 × 7.5 × 1.35 inPublished:August 13, 2007Publisher:McGraw-Hill EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0071485945

ISBN - 13:9780071485944

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Table of Contents

1: Emerging Energy Markets (new)

2: What Makes Energies Different?

3: The Modeling Process

4: Essential Statistical Tools

5: Spot Price Behavior

6: The Forward Price Curve

7: Building Marked-to-Market Forward Price Curves (new)

8: Volatilities

9: Overview of Option Pricing for Energies

10: Option Valuation

11: Marked-to-Market Valuation of Complex Energy Markets (new)

12: Measuring Risk

13: Portfolio Analysis

14: Risk Management Policies