Quantitative Energy Finance Modeling, Pricing, and Hedging in Energy and Commodity Markets /
Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of ma...
Συγγραφή απο Οργανισμό/Αρχή: | |
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Άλλοι συγγραφείς: | , , |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
New York, NY :
Springer New York : Imprint: Springer,
2014.
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- A review of optimal investment rules in electricity generation
- A Survey of Commodity Markets and Structural Models for Electricity Prices
- Fourier based valuation methods in mathematical finance
- Mathematics of Swing Options: A Survey
- Inference for Markov-regime switching models of electricity spot prices
- Modelling electricity day–ahead prices by multivariate Lévy semistationary processes
- Modelling Power Forward Prices
- An analysis of the main determinants of electricity forward prices and forward risk premia
- A Dynamic Lévy Copula Model for the Spark Spread
- Constrained density estimation
- Electricity Options and Additional Information.