Credit risk, Duffie, Darrell Singleton, Kenneth J.
Автор: Pilipovic, Dragana Название: Energy risk ISBN: 0071485945 ISBN-13(EAN): 9780071485944 Издательство: McGraw-Hill Рейтинг: Цена: 11495.00 р. Наличие на складе: Поставка под заказ.
Описание:
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
Описание: The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management.
Автор: Allen Linda, Mcmaster B Robert, Boudoukh Jacob, Jo Название: Understanding Market, Credit, and Operational Risk ISBN: 0631227091 ISBN-13(EAN): 9780631227090 Издательство: Wiley Рейтинг: Цена: 7918.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A step--by--step, real world guide to the use of Value at Risk (VaR) models, this text applies the VaR approach to the measurement of market risk, credit risk and operational risk. The book describes and critiques proprietary models, illustrating them with practical examples drawn from actual case studies.
Описание: A thorough compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. An ideal resource for academics, practitioners and regulators.
Описание: A timely follow-up to the widely successful Managing Credit Risk , which is regarded as essential reading for anyone involved within the field of credit. Everything is expanding enormously, and Managing Credit Risk, Second Edition will provide practitioners with the resources they need to keep up with such changes to the field of credit.
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