SpringerBriefs in Quantitative Finance

Electricity Derivatives

Authors: Aid, Rene

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eBook $39.99
price for USA (gross)
  • ISBN 978-3-319-08395-7
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Softcover $54.99
price for USA
  • ISBN 978-3-319-08394-0
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About this book

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 (5 chapters)

Buy this book

eBook $39.99
price for USA (gross)
  • ISBN 978-3-319-08395-7
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $54.99
price for USA
  • ISBN 978-3-319-08394-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Electricity Derivatives
Authors
Series Title
SpringerBriefs in Quantitative Finance
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
The Author(s)
eBook ISBN
978-3-319-08395-7
DOI
10.1007/978-3-319-08395-7
Softcover ISBN
978-3-319-08394-0
Series ISSN
2192-7006
Edition Number
1
Number of Pages
XIV, 97
Number of Illustrations and Tables
28 illustrations in colour
Topics