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Electricity Derivatives
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Description for Electricity Derivatives
Paperback. Series: SpringerBriefs in Quantitative Finance. Num Pages: 111 pages, 28 colour illustrations, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 6. Weight in Grams: 186.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2015
Publisher
Springer International Publishing AG Switzerland
Number of pages
111
Condition
New
Series
SpringerBriefs in Quantitative Finance
Number of Pages
97
Place of Publication
Cham, Switzerland
ISBN
9783319083940
SKU
V9783319083940
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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