Electricity Derivatives
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 deri...
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2015
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| Truy cập trực tuyến: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57587 |
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oai:scholar.dlu.edu.vn:DLU123456789-575872023-11-11T05:47:58Z Electricity Derivatives Aid, Rene Electric utilities Capital investments Mathematical models Electricity Marketing Energy derivatives 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. 2015-08-18T09:46:31Z 2015-08-18T09:46:31Z 2015 Book 978-3-319-08395-7 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57587 en application/pdf Springer |
| institution |
Thư viện Trường Đại học Đà Lạt |
| collection |
Thư viện số |
| language |
English |
| topic |
Electric utilities Capital investments Mathematical models Electricity Marketing Energy derivatives |
| spellingShingle |
Electric utilities Capital investments Mathematical models Electricity Marketing Energy derivatives Aid, Rene Electricity Derivatives |
| 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. |
| format |
Book |
| author |
Aid, Rene |
| author_facet |
Aid, Rene |
| author_sort |
Aid, Rene |
| title |
Electricity Derivatives |
| title_short |
Electricity Derivatives |
| title_full |
Electricity Derivatives |
| title_fullStr |
Electricity Derivatives |
| title_full_unstemmed |
Electricity Derivatives |
| title_sort |
electricity derivatives |
| publisher |
Springer |
| publishDate |
2015 |
| url |
https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57587 |
| _version_ |
1782533365222604800 |