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Electricity Derivatives

  • Book
  • © 2015

Overview

Authors:
  1. René Aïd

    1. Finance for Energy Market Research Centre, EDF R&D, Clamart, France

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Part of the book series: SpringerBriefs in Quantitative Finance (BRIEFFINANCE)

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Table of contents (5 chapters)

  1. Front Matter

    Pages i-xiv
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  2. Introduction

    • René Aïd
    Pages 1-4

  3. Electricity Markets

    • René Aïd
    Pages 5-25

  4. Price Models

    • René Aïd
    Pages 27-63

  5. Derivatives

    • René Aïd
    Pages 65-88

  6. Conclusion

    • René Aïd
    Pages 89-90

  7. Back Matter

    Pages 91-97
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Keywords

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.

Authors and Affiliations

  • Finance for Energy Market Research Centre, EDF R&D, Clamart, France

    René Aïd

Bibliographic Information

  • Book Title: Electricity Derivatives

  • Authors: René Aïd

  • Series Title: SpringerBriefs in Quantitative Finance

  • DOI: https://doi.org/10.1007/978-3-319-08395-7

  • Publisher: Springer Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: The Author(s) 2015

  • Softcover ISBN: 978-3-319-08394-0Published: 27 January 2015

  • eBook ISBN: 978-3-319-08395-7Published: 14 January 2015

  • Series ISSN: 2192-7006

  • Series E-ISSN: 2192-7014

  • Edition Number: 1

  • Number of Pages: XIV, 97

  • Number of Illustrations: 28 illustrations in colour

  • Topics: Quantitative Finance

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