Download e-book for iPad: Electricity Derivatives (SpringerBriefs in Quantitative by Rene Aid

By Rene Aid

providing a concise yet entire survey of the typical positive aspects of the microstructure of electrical energy markets, this ebook describes the cutting-edge within the diverse proposed electrical energy rate types for pricing derivatives and within the numerical tools used to cost and hedge the main favourite derivatives in electrical energy markets, particularly energy vegetation and swings. The mathematical content material of the publication has deliberately been made gentle so one can pay attention to the most subject material, fending off fastidious computations. anyplace attainable, the types are illustrated by way of diagrams. The booklet may still permit potential researchers within the box of electrical energy derivatives to target the particular problems linked to the topic. it may additionally supply a quick yet exhaustive evaluation of the most recent concepts utilized by monetary engineers in power utilities and effort buying and selling desks.

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Electricity Derivatives (SpringerBriefs in Quantitative Finance) by Rene Aid

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