Managing Energy Risk / Wiley Finance Series (PDF)

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.

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