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The handbook of energy trading [[electronic resource] /] / Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli
| The handbook of energy trading [[electronic resource] /] / Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli |
| Autore | Fiorenzani Stefano |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (221 p.) |
| Disciplina | 332.644 |
| Altri autori (Persone) |
RavelliSamuele
EdoliEnrico |
| Collana | Wiley finance |
| Soggetto topico |
Energy industries
Power resources Commodity exchanges |
| ISBN |
1-283-40487-7
1-118-46727-2 9786613404879 1-119-95454-1 1-119-95455-X |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""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""
""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"" ""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"" ""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"" |
| Record Nr. | UNINA-9910265228403321 |
Fiorenzani Stefano
|
||
| Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of energy trading / / Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli
| The handbook of energy trading / / Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli |
| Autore | Fiorenzani Stefano |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (221 p.) |
| Disciplina | 332.644 |
| Altri autori (Persone) |
RavelliSamuele
EdoliEnrico |
| Collana | Wiley finance |
| Soggetto topico |
Energy industries
Power resources Commodity exchanges |
| ISBN |
1-283-40487-7
1-118-46727-2 9786613404879 1-119-95454-1 1-119-95455-X |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""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""
""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"" ""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"" ""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"" |
| Record Nr. | UNINA-9910818865303321 |
|
Fiorenzani Stefano
|
||
| Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||