- Title Page
- Copyright
- Foreword
- Preface
- Part One: Efforts and Opinions
- Part Two: Term Structure of Interest Rates
- Part Three: General Equilibrium
- Part Four: Credit
- Part Five: Markets, Portfolios, and Securities
- Chapter 21: Introduction to Part V
- Chapter 22: The Efficient Market Model
- Chapter 23: A Risk Minimizing Strategy for Portfolio Immunization
- Chapter 24: The Tradeoff between Return and Risk in Immunized Portfolios
- Chapter 25: Bond Performance: Analyzing Sources of Return
- Chapter 26: The Best-Return Strategy
- Chapter 27: Volatility: Omission Impossible
- Chapter 28: A Multidimensional Framework for Risk Analysis
- Chapter 29: Plugging into Electricity
- Forward and Futures Contracts on Nonstorable Commodities: The Case of Electricity
- Forward, Futures, and Option Pricing in a Diffusion Setting
- Examples
- Expectations and Risk Premia
- Energy Price Spikes
- The spot price
- Conclusion
- Appendix A: Pricing of Futures, Forwards, and Options
- Appendix B: Spot Price Spikes
- Note
- References
- Chapter 30: Pricing of Energy Derivatives
- Part Six: Probability Theory and Statistics
- Chapter 31: Introduction to Part VI
- Chapter 32: A Note on Using Cross-sectional Information in Bayesian Estimation of Security Betas
- Chapter 33: A Series Expansion for the Bivariate Normal Integral
- Chapter 34: A Conditional Law of Large Numbers
- Chapter 35: A Test for Normality Based on Sample Entropy
- Chapter 36: Monotone Measures of Ergodicity for Markov Chains
- Chapter 37: An Inequality for the Variance of Waiting Time under a General Queueing Discipline
- About the Author
- Index
- End User License Agreement
-
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