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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Aïd, René (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
Σειρά:SpringerBriefs in Quantitative Finance,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 02769nam a22004455i 4500
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003 DE-He213
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020 |a 9783319083957  |9 978-3-319-08395-7 
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100 1 |a Aïd, René.  |e author. 
245 1 0 |a Electricity Derivatives  |h [electronic resource] /  |c by René Aïd. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2015. 
300 |a XIV, 97 p. 28 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a SpringerBriefs in Quantitative Finance,  |x 2192-7006 
505 0 |a 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. 
520 |a 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. 
650 0 |a Mathematics. 
650 0 |a Economics, Mathematical. 
650 1 4 |a Mathematics. 
650 2 4 |a Quantitative Finance. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319083940 
830 0 |a SpringerBriefs in Quantitative Finance,  |x 2192-7006 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-08395-7  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649)