Ansen, Reiner Zupancic, Alenka Das Reale einer Illusion Zupancic: Reale e. Illusion

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ISBN(s) 9783518291467
Erscheinungsdatum 23.07.2001
Einbandart Einband - flex.(Paperback)
Seitenanzahl 200
Sprache Französisch Deutsch
Artikel Typ Physisch
Genre Geisteswissenschaften/Kunst/Musik
Kurztitel Zupancic, Alenka: Das Reale einer Illusion
Warengruppe TB/Philosophie/20., 21. Jahrhundert
ISBN-10 3518291467
Länge 178 mm
Breite 106 mm
Höhe 9 mm
Gewicht 92 gr
Umschlag, Vorderseite Ansehen
Umschlag Vorderseite, Kleinbild Ansehen
Produkttyp Taschenbuch
Verlag Suhrkamp Verlag AG
Serientitel suhrkamp taschenbücher wissenschaft
Nummer der Serie 1546
Untertitel Kant und Lacan

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Managing Energy Risk
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Markus Burger is Head of Risk Control at EnBW Trading GmbH, the trading unit of the third largest energy supply company in Germany. He leads the market risk measurement ream with responsibility for valuation and stochastic modelling as well as credit risk management. Previously, he was a analyst for interest rate derivatives at Landesbank Baden-Wurttemberg (LBBW). He holds a Masters degree and a PhD in mathematics from the University of Karlsruhe, Germany. His practical involvement and research includes stochastic modeling, risk measurement and valuation in the energy sector. Bernhard Graeber is Head of Methodology and Models at EnBW Trading GmbH. His department is responsible for the development of load forecasting algorithms, of power plant dispatch models and of fundamental market models for electricity, CO2 certificates and fuels. He studies mechanical engineering and physics at the University of Stuttgart, Germany and at the University of Auckland, New Zealand and holds a PhD in energy economics from the University of Stuttgart. he has more that 10 years of experience in electricity market analysis and modeling. Gero Schindlmayr is Head of Market Risk and Valuation Models at EnBW Trading GmbH. before joining EnBW he worked as a quantitative analyst for equity derivatives at Deutsche Bank A.G. He holds a PhD in mathematics and a Master's degree in operations research from the RWTH Aachen, Germany and an M.Sc degree in mathematics from Warwick University, UK. He is co-author of a book titled Equity Derivatives: Theory and Applications and of several papers in the area of energy derivatives and energy risk. His main field of work includes stochastic pricing models for electricity and gas, commodity forward curve modeling, value-at-risk models and multi-commodity risk.