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Foreign exchange

The right of refusal

Traders have learned that giving away free financial options can be costly. However, free options can take many forms. Brett Humphreys and Tamara Weinert discuss the value of a risk management option that can easily be given away

Congestion charges

As the US' premier regional transmission organisation, PJM Interconnection's pricing and transmission congestion models must be foolproof. Sandy Fielden describes how they work and the associated risk management mechanisms available to participants

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Credit in the limelight

Today's business climate is pushing credit risk higher up the risk management agenda, as our Energy Credit Risk conference in New York showed. Stella Farrington reviews the event

A matter of principal

Developing term structure models can be tricky, as unknown factors and non-observable variables can affect futures prices. But principal components analysis is useful in tackling these problems. Here, Delphine Lautier uses PCA to pin down price movements…

Top tips and dirty tricks

You don't have to be a genius to work as a quant - though it helps - but you do have to know a few tricks of the trade. So where should aspiring energy quants start? Neil Palmer offers some suggestions

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Papering over the cracks

High energy prices are forcing pulp-and-paper makers to take action against falling profits, yet most companies are still shying away from energy price hedging. But that situation may be slowly changing. Joe Marsh reports

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Winner: Neiman Marcus

Credit 's monthly roundup of the most innovative financing solutions. This month Neiman Marcus, Telecom Italia and Axa's Capella CDO win the accolades. Interviews and analysis by Nadia Damouni

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