Skip to content

Energy Risk Valuing and Managing Energy Derivatives

Best in textbook rentals since 2012!

ISBN-10: 0786312319

ISBN-13: 9780786312313

Edition: 1998

Authors: Dragana Pilipovic

List price: $65.00
Blue ribbon 30 day, 100% satisfaction guarantee!
what's this?
Rush Rewards U
Members Receive:
Carrot Coin icon
XP icon
You have reached 400 XP and carrot coins. That is the daily max!

Description:

Gain the benefit of Dragana Pilipovic's complete energy risk management system, from devising hedging and trading strategies to the implementation on the trading desk. Pilipovic covers valuation and portfolio analysis, along with tips for managers who must deal with energy risk. Designed for institutions that trade and hedge energy, as well as end-users, Energy Risk will be especially useful for key markets such as electricity or natural gas.
Customers also bought

Book details

List price: $65.00
Copyright year: 1998
Publisher: McGraw-Hill Companies, The
Binding: Hardcover
Pages: 248
Size: 7.75" wide x 9.75" long x 1.25" tall
Weight: 1.430
Language: English

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.

Emerging Energy Markets (new)
What Makes Energies Different
The Modeling Process
Essential Statistical Tools
Spot Price Behavior
The Forward Price Curve
Building Marked-to-Market Forward Price Curves (new)
Volatilities
Overview of Option Pricing for Energies
Option Valuation
Marked-to-Market Valuation of Complex Energy Markets (new)
Measuring Risk
Portfolio Analysis
Risk Management Policies