Modeling And Valuation Of Energy Structures
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Modeling And Valuation Of Energy Structures
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Author : Daniel Mahoney
language : en
Publisher: Springer
Release Date : 2016-01-26
Modeling And Valuation Of Energy Structures written by Daniel Mahoney and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-26 with Business & Economics categories.
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value extraction through trading more difficult. These facts make it very easy for modeling efforts to run into serious problems, as many models are very sensitive to noise and hence can easily fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical approaches that have been successfully employed in support of trading operations, reflecting the author's 17 years of experience as a front-office 'quant'. The major theme of the book is that simpler is usually better, a message that is drawn out through the reality of incomplete markets, small samples, and informational constraints. The necessary mathematical tools for understanding these issues are thoroughly developed, with many techniques (analytical, econometric, and numerical) collected in a single volume for the first time. A particular emphasis is placed on the central role that the underlying market resolution plays in valuation. Examples are provided to illustrate that robust, approximate valuations are to be preferred to overly ambitious attempts at detailed qualitative modeling.
Valuation And Risk Management In Energy Markets
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Author : Glen Swindle
language : en
Publisher: Cambridge University Press
Release Date : 2014-02-17
Valuation And Risk Management In Energy Markets written by Glen Swindle and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-17 with Business & Economics categories.
This book surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The book will provide readers with the analytical foundation required to function in modern energy trading and risk management groups.
Corporate And Project Finance Modeling
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Author : Edward Bodmer
language : en
Publisher: John Wiley & Sons
Release Date : 2014-11-10
Corporate And Project Finance Modeling written by Edward Bodmer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-10 with Business & Economics categories.
A clear and comprehensive guide to financial modeling and valuation with extensive case studies and practice exercises Corporate and Project Finance Modeling takes a clear, coherent approach to a complex and technical topic. Written by a globally-recognized financial and economic consultant, this book provides a thorough explanation of financial modeling and analysis while describing the practical application of newly-developed techniques. Theoretical discussion, case studies and step-by-step guides allow readers to master many difficult modeling problems and also explain how to build highly structured models from the ground up. The companion website includes downloadable examples, templates, and hundreds of exercises that allow readers to immediately apply the complex ideas discussed. Financial valuation is an in-depth process, involving both objective and subjective parameters. Precise modeling is critical, and thorough, accurate analysis is what bridges the gap from model to value. This book allows readers to gain a true mastery of the principles underlying financial modeling and valuation by helping them to: Develop flexible and accurate valuation analysis incorporating cash flow waterfalls, depreciation and retirements, updates for new historic periods, and dynamic presentation of scenario and sensitivity analysis; Build customized spreadsheet functions that solve circular logic arising in project and corporate valuation without cumbersome copy and paste macros; Derive accurate measures of normalized cash flow and implied valuation multiples that account for asset life, changing growth, taxes, varying returns and cost of capital; Incorporate stochastic analysis with alternative time series equations and Monte Carlo simulation without add-ins; Understand valuation effects of debt sizing, sculpting, project funding, re-financing, holding periods and credit enhancements. Corporate and Project Finance Modeling provides comprehensive guidance and extensive explanation, making it essential reading for anyone in the field.
Valuation And Risk Management In Energy Markets
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Author : Glen Swindle
language : en
Publisher: Cambridge University Press
Release Date : 2014-02-17
Valuation And Risk Management In Energy Markets written by Glen Swindle and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-17 with Business & Economics categories.
Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice. The presentation balances quantitative issues and practicalities facing portfolio managers, with substantial attention paid to the ways in which common methods fail in practice and to alternative methods when they exist. The material spans basic fundamentals of markets, statistical analysis of price dynamics, and a sequence of increasingly challenging structures, concluding with issues arising at the enterprise level. In totality, the material has been selected to provide readers with the analytical foundation required to function in modern energy trading and risk management groups.
Stochastic Models For Prices Dynamics In Energy And Commodity Markets
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Author : Fred Espen Benth
language : en
Publisher: Springer Nature
Release Date : 2023-11-16
Stochastic Models For Prices Dynamics In Energy And Commodity Markets written by Fred Espen Benth and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-11-16 with Mathematics categories.
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the well-known Heath–Jarrow–Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity across time and along the term structure curve. Various models are introduced based on stochastic partial differential equations with infinite-dimensional Lévy processes as noise drivers, emphasizing random fields described by low-dimensional parametric covariance functions instead of classical high-dimensional factor models. The Filipović space, a separable Hilbert space of Sobolev type, is found to be a convenient state space for the dynamics of forward and futures term structures. The monograph provides a classification of important operators in this space, covering covariance operators and the stochastic modeling of volatility term structures, including the Samuelson effect. Fourier methods are employed to price many derivatives of interest in energy, power, and commodity markets, and sensitivity 'delta' expressions can be derived. Additionally, the monograph covers forward curve smoothing, the connection between forwards with fixed delivery and delivery period, as well as the classical theory of forward and futures pricing. This monograph will appeal to researchers and graduate students interested in mathematical finance and stochastic analysis applied in the challenging markets of energy, power, and commodities. Practitioners seeking sophisticated yet flexible and analytically tractable risk models will also find it valuable.
Quantitative Energy Finance
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Author : Fred Espen Benth
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-28
Quantitative Energy Finance written by Fred Espen Benth and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-28 with Business & Economics categories.
Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance.
Advances In Protein Molecular And Structural Biology Methods
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Author : Timir Tripathi
language : en
Publisher: Academic Press
Release Date : 2022-01-14
Advances In Protein Molecular And Structural Biology Methods written by Timir Tripathi and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-14 with Science categories.
Advances in Protein Molecular and Structural Biology Methods offers a complete overview of the latest tools and methods applicable to the study of proteins at the molecular and structural level. The book begins with sections exploring tools to optimize recombinant protein expression and biophysical techniques such as fluorescence spectroscopy, NMR, mass spectrometry, cryo-electron microscopy, and X-ray crystallography. It then moves towards computational approaches, considering structural bioinformatics, molecular dynamics simulations, and deep machine learning technologies. The book also covers methods applied to intrinsically disordered proteins (IDPs)followed by chapters on protein interaction networks, protein function, and protein design and engineering. It provides researchers with an extensive toolkit of methods and techniques to draw from when conducting their own experimental work, taking them from foundational concepts to practical application. - Presents a thorough overview of the latest and emerging methods and technologies for protein study - Explores biophysical techniques, including nuclear magnetic resonance, X-ray crystallography, and cryo-electron microscopy - Includes computational and machine learning methods - Features a section dedicated to tools and techniques specific to studying intrinsically disordered proteins
Soft Computing Applications For Group Decision Making And Consensus Modeling
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Author : Mikael Collan
language : en
Publisher: Springer
Release Date : 2017-06-30
Soft Computing Applications For Group Decision Making And Consensus Modeling written by Mikael Collan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-06-30 with Technology & Engineering categories.
This book offers a concise introduction and comprehensive overview of the state of the art in the field of decision-making and consensus modeling, with a special emphasis on fuzzy methods. It consists of a collection of authoritative contributions reporting on the decision-making process from different perspectives: from psychology to social and political sciences, from decision sciences to data mining, and from computational sciences in general, to artificial and computational intelligence and systems. Written as a homage to Mario Fedrizzi for his scholarly achievements, creative ideas and long lasting services to different scientific communities, it introduces key theoretical concepts, describes new models and methods, and discusses a range of promising real-world applications in the field of decision-making science. It is a timely reference guide and a source of inspiration for advanced students and researchers
The Structure Of Applied General Equilibrium Models
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Author : Victor Ginsburgh
language : en
Publisher: MIT Press
Release Date : 2002
The Structure Of Applied General Equilibrium Models written by Victor Ginsburgh and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.
Bridges the gap between applied and theoretical general equilibrium models.
Energy Abstracts For Policy Analysis
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Author :
language : en
Publisher:
Release Date : 1988
Energy Abstracts For Policy Analysis written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Power resources categories.