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100   $a20111020d2012      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 14$aThe handbook of energy trading /$fStefano Fiorenzani, Samuele Ravelli, Enrico Edoli
205   $a1st ed.
210   $aChichester, West Sussex, U.K. ;$aHoboken, N.J. $cWiley$d2012
215   $a1 online resource (221 p.)
225 1 $aWiley finance
300   $aDescription based upon print version of record.
311   $a1-119-95369-3 
320   $aIncludes bibliographical references and index.
327   $a""Series Page""; ""Title Page""; ""Copyright""; ""Dedication""; ""List of Figures""; ""List of Tables""; ""Preface""; ""Acknowledgements""; ""Chapter 1: Energy Markets as Efficient Markets""; ""1.1 The "Efficient Market Hypothesis"""; ""1.2 Mathematical Framework""; ""1.3 Martingale Hypothesis""; ""1.4 Violations of EMH and Behavioural Finance""; ""1.5 Information Asymmetries and Accelerating Processes""; ""1.6 The Peculiar Structure and Nature of Energy Commodities Markets""; ""1.7 EHM in Energy Commodities Markets: Some Evidence from Data""
327   $a""1.8 Subordination, Trading Volume and Efficient Market Hypothesis""""1.9 Subordination and Stochastic Timescales""; ""Chapter 2: Directional Trading""; ""2.1 Definitions and Main Features""; ""2.2 Market Products for Directional Trading""; ""2.3 Price Trend Determination""; ""2.4 Strategic Asset Allocation Methods""; ""Chapter 3: Spread Trading""; ""3.1 Spread Definition and Identification""; ""3.2 Non-Stationarity and Cointegration""; ""3.3 Empirical Analysis of Energy Spread Trading Strategies""; ""3.4 Empirical Analysis of Energy Spreads and Spread Trading Strategies""
327   $a""3.5 Combining Directional and Spread Trading Strategies""""Chapter 4: Options and Non-Linear Derivatives""; ""4.1 The Essence of Non-Linearity""; ""4.2 Exotic Options""; ""4.3 Combinations""; ""4.4 Value Bounds and Parity Relationship""; ""4.5 Basics on Option Pricing""; ""4.6 The Greeks""; ""4.7 Adjusting the Continuous Time Dynamic Hedging Framework""; ""4.8 Case Study""; ""Chapter 5: Structured Products on Energy""; ""5.1 Structured Products on Energy: Main Typology""; ""5.2 Retail Structured Products""; ""5.3 Wholesale Structured Products""; ""5.4 Hedge in Incomplete Markets""
327   $a""5.5 Case Study: Structured Products""""Chapter 6: Metatrading Strategies and Capital Allocation Techniques""; ""6.1 Metatrading Definition and Fundamental Elements""; ""6.2 Macroeconomic Megatrends: Understanding and Analysis""; ""6.3 Trading Business Organizational Issues""; ""6.4 Capital Management Principles""; ""Bibliography""; ""Index""
330   $a"This book guides readers through all the various aspects of energy trading from operational strategies and mathematical methods to practical techniques, providing support for energy trading managers, energy traders and energy trading analysts"--$cProvided by publisher.
410  0$aWiley finance series.
606   $aEnergy industries
606   $aPower resources
606   $aCommodity exchanges
615  0$aEnergy industries.
615  0$aPower resources.
615  0$aCommodity exchanges.
676   $a332.644
686   $aBUS027000$2bisacsh
700   $aFiorenzani$b Stefano$01651610
701   $aRavelli$b Samuele$01651611
701   $aEdoli$b Enrico$0961809
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910818865303321
996   $aThe handbook of energy trading$94001647
997   $aUNINA