rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Electricity Derivatives
  name:
    name part: Aïd, René.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2015
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XIV, 97 p. 28 illus. in color. online resource.
  abstract: 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.
  table of contents: 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.
  note: by René Aïd.
  subject:
    topic: Mathematics
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: SpringerBriefs in Quantitative Finance
  identifier: 9783319083957
  identifier: http://dx.doi.org/10.1007/978-3-319-08395-7
  record info:
    record creation date: 150114
    record change date: 20151030041533.0
    record identifier: 978-3-319-08395-7