The handbook of energy trading / / Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Fiorenzani Stefano
|
| Titolo: |
The handbook of energy trading / / Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli
|
| Pubblicazione: | Chichester, West Sussex, U.K. ; ; Hoboken, N.J., : Wiley, 2012 |
| Edizione: | 1st ed. |
| Descrizione fisica: | 1 online resource (221 p.) |
| Disciplina: | 332.644 |
| Soggetto topico: | Energy industries |
| Power resources | |
| Commodity exchanges | |
| Classificazione: | BUS027000 |
| Altri autori: |
RavelliSamuele
EdoliEnrico
|
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| 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"" | |
| Sommario/riassunto: | "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"-- |
| Titolo autorizzato: | The handbook of energy trading |
| ISBN: | 1-283-40487-7 |
| 1-118-46727-2 | |
| 9786613404879 | |
| 1-119-95454-1 | |
| 1-119-95455-X | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910818865303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.