Electricity derivatives

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1. Verfasser:	Aïd, René (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Cham [u.a.] Springer 2015
Schriftenreihe:	SpringerBriefs in quantitative finance
Schlagworte:	Mathematics Finance Quantitative Finance Mathematik
Online-Zugang:	BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract
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Datensatz im Suchindex

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adam_text	ELECTRICITY DERIVATIVES / AID, RENE : 2015 TABLE OF CONTENTS / INHALTSVERZEICHNIS INTRODUCTION ELECTRICITY MARKETS ELECTRICITY FEATURES MARKETS MICROSTRUCTURE REAL DERIVATIVES CONCLUSION PRICE MODELS PRELIMINARY REMARKS HJM STYLE FORWARD CURVE MODELS ONE-FACTOR SPOT MODELS MULTI-FACTOR SPOT MODELS STRUCTURAL MODELS DERIVATIVES SPREADS POWER PLANTS AND TOLLINGS STORAGE AND SWINGS RETAIL CONTRACTS WEATHER DERIVATIVES CONCLUSION DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. ELECTRICITY DERIVATIVES / AID, RENE : 2015 ABSTRACT / INHALTSTEXT 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 DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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spellingShingle	Aïd, René Electricity derivatives Mathematics Finance Quantitative Finance Mathematik
title	Electricity derivatives
title_auth	Electricity derivatives
title_exact_search	Electricity derivatives
title_full	Electricity derivatives René Aïd
title_fullStr	Electricity derivatives René Aïd
title_full_unstemmed	Electricity derivatives René Aïd
title_short	Electricity derivatives
title_sort	electricity derivatives
topic	Mathematics Finance Quantitative Finance Mathematik
topic_facet	Mathematics Finance Quantitative Finance Mathematik
url	https://doi.org/10.1007/978-3-319-08395-7 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027762778&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027762778&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT aidrene electricityderivatives

Electricity derivatives

MARC

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