GARP Digital Library

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Books/Articles BY

 
Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging

 
 
 


Chapter 4

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
4
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$9.00
 
Affiliate & Non-Member:            US$$11.30

Summary:

***From the book*** This chapter deals with what are usually called reduced-form models. The modeling approach consists of specifying a stochastic process of price evolution by selecting it from a parameterized family of processes (e.g. geometric Brownian motion, jump-diffusion process, and so on). The next step is to determine the requisite ... click here for more details.






Chapter 4

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
4
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   FREE
 
Affiliate & Non-Member:            US$$0.00

Summary:

Missing pages from “Reduced‐form Processes” -- pages 24 - 31 only.






Chapter 7

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
7
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$9.00
 
Affiliate & Non-Member:            US$$11.30

Summary:

***From the book*** The seemingly unsolvable dilemma provides an incentive to look for new approaches to modeling energy prices. We obviously do not want to reject market-based financial models, which have many important characteristics we to preserves. Ultimately, only with these models can we expect to produce correct hedging, in addition ... click here for more details.






Chapter 8

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
8
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$9.00
 
Affiliate & Non-Member:            US$$11.30

Summary:

***From the book*** In this chapter we present an analysis of the valuations of various energy derivative products. Our assumption throughout this presentation is the ability to use liquid hedging instruments. We do this to separate basic risks from complex risks, so that the values of energy derivatives are determined by ... click here for more details.






Chapter 10

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
10
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$9.00
 
Affiliate & Non-Member:            US$$11.30

Summary:

***From the book*** As we amply documented in the previous chapters, the scale of risks facing energy market participant is unprecedented. In this light, the importance of proper managing, or at minimum proper understanding, of the risks is critical for one’s ability to make proper investment, operation, and contractual decisions. The ... click here for more details.




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