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Please send on the Cheryl Nelson. Mark
----- Forwarded by Mark E Haedicke/HOU/ECT on 01/16/2001 01:30 PM ----- "EnergyDerivatives" <energyderivatives@lacimagroup.com< 01/13/2001 07:36 PM To: <energyderivatives@lacimagroup.com< cc: Subject: New Book: Energy Derivatives Les Clewlow and Chris Strickland are pleased to announce the publication of their latest book on the pricing and risk management of energy derivatives. "This book should become a standard reference for energy derivatives traders, risk managers, energy risk consultants, and anyone else interested in the fascinating area of energy derivatives." Mark Garman, CEO FEA "Undoubtedly, the book will become an indispensable reference source for risk managers, researchers and practitioners interested in understanding complex issues arising in modelling energy markets, and in learning modern techniques for valuing energy derivatives." Alexander Eydeland, Southern Energy Americas Group To see more reviews from Energy Experts, to read chapter summaries and to download sample chapters please visit... http://www.lacimagroup.com/energyderivatives.html ENERGY DERIVATIVES PRICING AND RISK MANAGEMENT Les Clewlow and Chris Strickland This book provides a comprehensive and technical treatment of the valuation and risk management of energy derivatives, including: the behaviour of spot and forward prices modelling and estimating volatility analysis of structures that exist in the energy derivatives market and their applications the pricing and hedging of energy derivatives using single and multi-factor spot price models using simulation and trinomial trees for pricing caps, floors, swaptions, and path-dependent securities such as barriers, Asians, lookbacks, and swing options using multi-factor models of the forward curve, including volatility estimation and pricing of exotic derivatives risk management of energy derivative positions value-at-risk and credit risk for energy derivatives If you would prefer not to receive any further, very occasional, email announcements from Lacima Group please reply to this message with the subject "REMOVE".
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