Energy Risk: Valuing and Managing Energy Derivatives

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9780071485944: Energy Risk: Valuing and Managing Energy Derivatives

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 Back Cover:

Innovative, proven strategies for skillfully trading energy markets. The energy market uses tools and models that are unique and different from those required for traditional financial markets. With the increasing deregulation of the electricity market, energy is on the brink of becoming THE hot opportunity for traders, power marketers, and managers worldwide. Energy Risk: Valuing and Managing Energy Derivatives provides not only an expert overview of energy trading but also the philosophies and strategies necessary for trading and managing risk in this exciting new arena of finance and investing. Dragana Pilipovic, a Harvard-trained physicist now consulting and designing software in the energy markets, has written the first book to discuss the intricacies and mechanics of energy markets. This groundbreaking book provides practical answers on how best to get a foothold in this emerging market. You'll also find: in-depth explanations of the primary factors that influence energy risk, such as spot price behavior, volatility, and the forward price curve; introduction and detailed discussion of the fundamental price drivers of energy markets including electricity, natural gas, and heating and crude oil; specific ways in which risk managers can use tools introduced throughout the book to achieve their companies' risk/return goals. The growth in volume for NYMEX and IPE energy contracts is the only proof you need of the enormous potential in trading and energy markets! Dragana Pilipovic's Energy Risk, with unique trading models for managing risk in energy and commodity trading, contains over 175 charts and graphs that illustrate key features of the market including a wide variety of equations, correlations, and methodologies. Its primarily quantitative approach and well-supported conclusions make it the ideal single-source, desktop manual for getting reasonable answers to actual modeling and implementation problems surfacing in today's complex and exciting energy markets.

About the Author:

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 States patent for a volatility model, has published numerous articles in industry journals and speaks at professional conferences nationwide. She holds a bachelors in physics from Harvard University, a masters in experimental physics from Brown University, and an MBA from the University of Chicago.

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Book Description McGraw-Hill Education - Europe, United States, 2007. Hardback. Book Condition: New. 2nd Revised edition. Language: English . Brand New Book. 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. Bookseller Inventory # AAC9780071485944

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Book Description McGraw-Hill Education - Europe, United States, 2007. Hardback. Book Condition: New. 2nd Revised edition. Language: English . Brand New Book. 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. Bookseller Inventory # AAC9780071485944

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