Alexander Eydeland Books
Alexander Eydeland is a quantitative finance expert specializing in energy and commodity markets.
Known for: Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging
Books by Alexander Eydeland
Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging
This book provides a comprehensive overview of risk management in the energy and power markets, focusing on the modeling, pricing, and hedging of energy derivatives. It covers the structure of energy markets, the unique characteristics of energy commodities, and the quantitative methods used to manage financial exposure in these volatile sectors. The authors combine theoretical insights with practical examples drawn from real-world trading and risk management practices.
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The Structure and Uniqueness of Energy and Power Markets
Energy and power markets differ fundamentally from other financial markets in structure and behavior. Traditional financial assets can be stored or held indefinitely, but electricity cannot. This non-storability causes price formation to depend directly on real-time physical balance between producti...
From Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging
Modeling Energy Price Dynamics: Volatility, Mean Reversion, and Jumps
Energy prices exhibit behaviors unseen in most financial markets. They revert to a long-term equilibrium — because cost structures and fundamentals place limits on sustained deviations — but they also experience extreme short-term variations. Modeling this behavior requires combining mean-reversion ...
From Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging
About Alexander Eydeland
Alexander Eydeland is a quantitative finance expert specializing in energy and commodity markets.
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Alexander Eydeland is a quantitative finance expert specializing in energy and commodity markets.
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