Energy Risk Modelling: Applied Modelling Methods for Risk Managers (Finance and Capital Markets)

By Nigel Da Costa Lewis

The Statistical Nature of Energy Risk Modeling Introduction to Applied Probability for Energy Risk Management Descriptive Statistics of Energy Prices and Returns Inferential Statistics Fitting Price Distributions Non Parametric Density Estimation Applied Regression Multiple Regression Misspecification Testing Nonlinear and Limited Dependent Models Price Volatility Stochastic Differential Equations

• Format: Hardcover
• Language: English
• ISBN: 1403934002
• ISBN13: 9781403934000
• Release Date: June 2005
• Publisher: Palgrave MacMillan
• Length: 247 Pages
• Weight: 1.16 lbs.
• Dimensions: 0.8" x 6.3" x 9.5"