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Electricity Derivatives

By René Aïd

Electricity Derivatives book

Electricity Derivatives

Only 1 item left in stock
Description
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings. The mathematical content of the book has intentionally been made light in order to concentrate on the main subject matter, avoiding fastidious computations. Wherever possible, the models are illustrated by diagrams. The book should allow prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
112
Release Date:
2015-02-28
Publication Date:
2015-01-27
Publisher:
Springer
Languages:
Original: English
ISBN10:
3319083945
ISBN13:
9783319083940
GPSR Manufacturer Reference:
[email protected]
Weight:
184 g
Height:
155 cm
Width:
235 cm
Thickness:
7 cm

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