{"product_id":"valuation-and-risk-management-in-energy-markets-9781107539884","title":"Valuation and Risk Management in Energy Markets","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eValuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePart I. Introduction to Energy Commodities: 1. Context; 2. Forwards and carry; 3. Macro perspective; Part II. Basic Valuation and Hedging: 4. Risk-neutral valuation; 5. Dynamics of forwards; 6. Swaps books; Part III. Primary Valuation Issues: 7. Term structure of volatility; 8. Skew; 9. Correlation; Part IV. Multi-Factor Models: 10. Covariance, spot prices, and factor models; 11. Gaussian exponential factor models; 12. Modeling paradigms; Part V. Advanced Methods and Structures: 13. Natural gas storage; 14. Tolling deals; 15. Variable quantity swaps; Part VI. Additional Topics: 16. Control, risk metrics, and credit; 17. Conclusions; Appendices.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":51768999543127,"sku":"9781107539884","price":36.09,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781107539884.jpg?v=1758719297","url":"https:\/\/bookcurl.com\/products\/valuation-and-risk-management-in-energy-markets-9781107539884","provider":"Book Curl","version":"1.0","type":"link"}