| 书目名称 | Electricity Derivatives | | 编辑 | René Aïd | | 视频video | | | 概述 | Includes supplementary material: | | 丛书名称 | SpringerBriefs in Quantitative Finance | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Book 2015 | | 关键词 | 91G20,91G80,91G60; Electricity Derivatives; Jump Processes; Power Plants; Swing Options; Tolling Contract | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-08395-7 | | isbn_softcover | 978-3-319-08394-0 | | isbn_ebook | 978-3-319-08395-7Series ISSN 2192-7006 Series E-ISSN 2192-7014 | | issn_series | 2192-7006 | | copyright | The Author(s) 2015 |
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发表于 2025-3-21 19:38:19
