SERVING THE QUANTITATIVE FINANCE COMMUNITY

mit
Topic Author
Posts: 1169
Joined: February 5th, 2005, 4:52 pm

wanna learn about all the facts about energy products and markets, not to derivatives pricing yet, any source?i see a book named "oil trading manual" trading at extremely high vol

player
Posts: 2290
Joined: August 5th, 2002, 10:00 am

Im more interested in who that picture is of?

lrt1980
Posts: 46
Joined: February 23rd, 2007, 12:13 am

hehe. But on the point, there is a book by Eydeland and Wolyniec entitled, Energy and Power Risk management: New developments in modeling, Pricing and Hedging' that is quite good, though it does obviously discuss the modelling aspect rather than just the set up of the market/s. Another source is a workshop that was run here in Australia on Electricity Supply and Pricing last year. A link to all talks can be found at http://www.amsi.org.au/Electricity.phpThe book by Clewlow and Strickland entitled, Energy Derivatives: Pricing and Risk management' is a useful read too.

WilmottBookshop
Posts: 1083
Joined: August 1st, 2002, 2:40 pm

These titles are available from the Wilmott Bookshop.Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging and Energy Derivatives: Pricing and Risk Management

Chee
Posts: 14
Joined: August 24th, 2002, 1:44 am

Hi,I am interested in 'Energy Derivatives, Pricing and Risk Management'.Please let me know if anyone knows how I can get a copy (or willing to part with theirs). It's not available in Amazon or Barnes & Noble.Thanks.

lrt1980
Posts: 46
Joined: February 23rd, 2007, 12:13 am

Another one I've looked at is ,Energy risk management : hedging strategies and instruments for the international energy markets by Peter C. Fusaro.Gives some good intro about the different markets and tools for pricing.

WilmottBookshop
Posts: 1083
Joined: August 1st, 2002, 2:40 pm

Energy Risk Management: Hedging Strategies and Instruments for the International Energy Markets is available from the Wilmott bookshop.

jfuqua
Posts: 1255
Joined: July 26th, 2002, 11:41 am

A book people might look at for analysis of what energy products [and derivatives and their own education] and implications for enviornmental effects is William Tucker's "Terrestrial Energy." He gives a very logical analysis of the costs/benefits, pro/con and real world analysis [e.g. land needed for windmill, photovoltatic cells, biofuels] of each of the proposed energy sources.