Energy Pricing Models, Prokopczuk

Автор: Duffie, Darrell
Название: Dynamic asset pricing theory
ISBN: 069109022X ISBN-13(EAN): 9780691090221
Издательство: Wiley
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Цена: 11088.00 р.
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Описание: Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

Автор: Singleton, Kenneth J.
Название: Empirical dynamic asset pricing
ISBN: 0691122970 ISBN-13(EAN): 9780691122977
Издательство: Wiley
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Цена: 17266.00 р.
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Описание: Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates.

Автор: Zatzman, Gary
Название: Sustainable energy pricing
ISBN: 0470901632 ISBN-13(EAN): 9780470901632
Издательство: Wiley
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Цена: 25811.00 р.
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Описание: The petroleum sector is possibly the largest and most dominant economic sector in the globalized economy. However, for reasons explored in this book, although none of the existing economic development models fit this sector in the past and apply even less today, no satisfactory alternative has presented itself.

Автор: Alexander Eydeland
Название: Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging
ISBN: 0471104000 ISBN-13(EAN): 9780471104001
Издательство: Wiley
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Цена: 15840.00 р.
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Описание: Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals.

Автор: Helyette Geman
Название: Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy
ISBN: 0470012188 ISBN-13(EAN): 9780470012185
Издательство: Wiley
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Цена: 14098.00 р.
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Описание: The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading.