The book presents a common framework for modeling and forecasting two crucial processes for energy companies: electricity loads and prices. The
Measuring Market Risk
Measuring Market Risk provides an overview of the state-of-the-art in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. It also comes
Advances in the Valuation and Management of Mortgage-Backed Securities
Managing a portfolio of mortgage-backed securities, one of the investment world's fastest-growing segments, requires a thorough understanding of the