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



¬арианты приобретени€
÷ена: 10973р.
 ол-во:
Ќаличие: ѕоставка под заказ.  ≈сть в наличии на складе поставщика.
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јвтор: Alexander Eydeland
Ќазвание:  Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging   (–иск-менеджмент в энергоиндустрии)
»здательство: Wiley
 лассификаци€:
ISBN: 0471104000
ISBN-13(EAN): 9780471104001
ќбложка/‘ормат: Hardback
—траницы: 504
¬ес: 0.958 кг.
ƒата издани€: 18.02.2003
—ери€: Wiley finance
язык: English
»ллюстрации: Illustrations
–азмер: 241 x 167 x 35
„итательска€ аудитори€: Postgraduate, research & scholarly
ѕодзаголовок: New developments in modeling, pricing and hedging
—сылка на »здательство: Link
–ейтинг:
ѕоставл€етс€ из: јнглии
ќписание: The market for energy derivatives is expanding throughout the world with new derivative instruments introduced constantly. This text offers a detailed discussion of underlying fundamental energy issues, such as supply/demand relations, outages, operational and environmental constraints.
ƒополнительное описание:  ол-во стр.: 504
‘ормат: 241 x 157
ƒата издани€: 2003
»люстрации: Illustrations
¬ес: 907
 руг читателей: undergraduate; postgraduate; research, professional





      Ќовое издание
Energy and Power Risk Management, 2nd Edition: New Developments in Modeling, Pricing, and Hedging

јвтор: Eydeland
Ќазвание: Energy and Power Risk Management, 2nd Edition: New Developments in Modeling, Pricing, and Hedging
ISBN: 0471784214 ISBN-13(EAN): 9780471784210
»здательство: Wiley
÷ена: 7508 р.
Ќаличие на складе: ѕоставка под заказ.
ќписание: This book offers the tools and methods for analysis and management of energy risk. "Energy and Power Risk Management, Second Edition" addresses the complex issues and challenges arising in the expanding market for energy derivatives, providing readers with insight into modeling, hedging, and risk management techniques utilized in the energy markets. This fully revised and updated second edition provides significantly more coverage of the oil and oil product markets as well as commodity linked fixed income products, and also reviews the impact technical developments in modeling and model estimation have made within this industry over the last few years.

Alexander Eydeland, PhD (Purchase, NY) is Executive Director at Morgan Stanley in charge of global commodities analytic modeling. Krzysztof Wolyniec (Stamford, NY) is a Director at Sempra Commodities, heading the quantitative analysis group.


Energy and Power Risk Management, 2nd Edition: New Developments in Modeling, Pricing, and Hedging

јвтор: Eydeland
Ќазвание: Energy and Power Risk Management, 2nd Edition: New Developments in Modeling, Pricing, and Hedging
ISBN: 0471784214 ISBN-13(EAN): 9780471784210
»здательство: Wiley
÷ена: 7508 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: This book offers the tools and methods for analysis and management of energy risk. "Energy and Power Risk Management, Second Edition" addresses the complex issues and challenges arising in the expanding market for energy derivatives, providing readers with insight into modeling, hedging, and risk management techniques utilized in the energy markets. This fully revised and updated second edition provides significantly more coverage of the oil and oil product markets as well as commodity linked fixed income products, and also reviews the impact technical developments in modeling and model estimation have made within this industry over the last few years.

Alexander Eydeland, PhD (Purchase, NY) is Executive Director at Morgan Stanley in charge of global commodities analytic modeling. Krzysztof Wolyniec (Stamford, NY) is a Director at Sempra Commodities, heading the quantitative analysis group.

Modeling, Measuring and Hedging Operational Risk

јвтор: Marcelo G. Cruz
Ќазвание: Modeling, Measuring and Hedging Operational Risk
ISBN: 0471515604 ISBN-13(EAN): 9780471515609
»здательство: Wiley
–ейтинг:
÷ена: 4619 р.
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ќписание: Operational risk concerns issues like transaction processing errors, liability situations, and back-office failure. This text focuses on the measuring and modelling techniques banks and investment companies need to quantify operational risk and provides practical, sensible solutions for doing so.

Risk-Neutral Valuation / Pricing and Hedging of Financial Derivatives

јвтор: Bingham Nicholas H., Kiesel R√Љdiger
Ќазвание: Risk-Neutral Valuation / Pricing and Hedging of Financial Derivatives
ISBN: 1852334584 ISBN-13(EAN): 9781852334581
»здательство: Springer
–ейтинг:
÷ена: 8359 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of вАШRisk-Neutral ValuationвАЩ, the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching. In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of L√©vy finance, there is considerable new material on: ¬Ј Infinite divisibility and L√©vy processes ¬Ј L√©vy-based models in incomplete markets Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.

Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

јвтор: Lionel Martellini
Ќазвание: Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
ISBN: 0471495026 ISBN-13(EAN): 9780471495024
»здательство: Wiley
–ейтинг:
÷ена: 10973 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: This work aims to provide a thorough explanation of moder methods for pricing and hedging with descriptions of the various modelling techniques that can be used to price the various securities, such as government bonds, treasury bills, and interest rate derivatives.

Interest Rate Derivatives in the LIBOR Market Model / SABR Framework - Pricing, Calbrating and Hedging

јвтор: Rebonato
Ќазвание: Interest Rate Derivatives in the LIBOR Market Model / SABR Framework - Pricing, Calbrating and Hedging
ISBN: 0470740051 ISBN-13(EAN): 9780470740057
»здательство: Wiley
–ейтинг:
÷ена: 7508 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.

јвтор: Abergel
Ќазвание: Model Calibration for Financial Derivatives: From Hedging to Pricing
ISBN: 1119952247 ISBN-13(EAN): 9781119952244
»здательство: Wiley
–ейтинг:
÷ена: 6930 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Model calibration strategies and techniques for derivative products The calibration of derivatives has evolved significantly, covering new ground like implied volatility surface static and dynamics, first and higher-generation exotics calibration, local and stochastic volatility models, interest rates or multi-asset correlation modeling, default time modeling, credit derivatives, and more. This book introduces the fundamentals of model calibration by taking an intuitive approach to the Black, Scholes, and Merton and revisiting it in an incomplete markets setting, applying to a range of hedging strategies.

Tail Risk Hedging

јвтор: Bhansali
Ќазвание: Tail Risk Hedging
ISBN: 0071791752 ISBN-13(EAN): 9780071791755
»здательство: McGraw-Hill
–ейтинг:
÷ена: 9084 р.
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ќписание: Using empirical data and charts, this book explains the consequences of diversification failure in tail events and how to manage portfolios when this happens. It provides an easy-to-use, yet rigorous framework for protecting investment portfolios against tail risk and using tail hedging to play offense.

Dynamic Hedging

јвтор: Taleb, Nassim
Ќазвание: Dynamic Hedging
ISBN: 0471152803 ISBN-13(EAN): 9780471152804
»здательство: Wiley
–ейтинг:
÷ена: 11550 р.
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ќписание: A reference to the complexities of the options market with clear explanations of all various forms of risk, this text presents real-world risk management and arbitrage techniques and strategies.

Extreme value hedging

јвтор: Orol, Ronald D.
Ќазвание: Extreme value hedging
ISBN: 0471746851 ISBN-13(EAN): 9780471746850
»здательство: Wiley
–ейтинг:
÷ена: 2309 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Blessed with abundant seafood, wonderful produce, and bountiful vineyards, the Pacific Northwest has spawned a unique culinary culture. This is a cookbook and guide to the Pacific Northwest`s vibrant wine and culinary scene. It showcases the dishes and wines that have made the Pacific Northwest a gastronomic mecca.

Fuel Hedging and Risk Management

јвтор: Dafir Mohamed
Ќазвание: Fuel Hedging and Risk Management
ISBN: 1119026725 ISBN-13(EAN): 9781119026723
»здательство: Wiley
–ейтинг:
÷ена: 6930 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Praise for Fuel Hedging and Risk Management "Risk Management is an art, not a science, but it certainly helps to know a lot of science. In this book, the authors provide an excellent overview of both qualitative and quantitative aspects of risk managemen

Credit Risk: Modeling, Valuation and Hedging

јвтор: Bielecki Tomasz R., Rutkowski Marek
Ќазвание: Credit Risk: Modeling, Valuation and Hedging
ISBN: 3540675930 ISBN-13(EAN): 9783540675938
»здательство: Springer
–ейтинг:
÷ена: 11494 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: The main objective of Credit Risk: Modeling, Valuation and Hedging is to present a comprehensive survey of the past developments in the area of credit risk research, as well as to put forth the most recent advancements in this field. An important aspect of this text is that it attempts to bridge the gap between the mathematical theory of credit risk and the financial practice, which serves as the motivation for the mathematical modeling studied in the book. Mathematical developments are presented in a thorough manner and cover the structural (value-of-the-firm) and the reduced (intensity-based) approaches to credit risk modeling, applied both to single and to multiple defaults. In particular, the book offers a detailed study of various arbitrage-free models of defaultable term structures with several rating grades.

Property Derivatives - Pricing, Hedging and Applications

јвтор: Syz
Ќазвание: Property Derivatives - Pricing, Hedging and Applications
ISBN: 0470998024 ISBN-13(EAN): 9780470998021
»здательство: Wiley
–ейтинг:
÷ена: 6353 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Property derivatives have the potential to revolutionize real estate - the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return.


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