大葉大學圖書館 |

Electricity derivatives[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.6328
書名/作者:	Electricity derivatives/ by Rene Aid.
作者:	Aid, Rene.
出版者:	Cham : : Springer International Publishing :, 2015.
面頁冊數:	xiv, 97 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Electric utilities - Capital investments
標題:	Electricity - Marketing.
標題:	Energy derivatives.
標題:	Commodity futures.
標題:	Mathematics.
標題:	Quantitative Finance.
ISBN:	9783319083957 (electronic bk.)
ISBN:	9783319083940 (paper)
內容註:	Introduction -- Electricity Markets -- Electricity Features -- Markets Microstructure -- Real Derivatives -- Conclusion -- Price Models -- Preliminary Remarks -- HJM Style Forward Curve Models -- One-Factor Spot Models -- Multi-Factor Spot Models -- Structural Models -- Derivatives -- Spreads -- Power Plants and Tollings -- Storage and Swings -- Retail Contracts -- Weather Derivatives -- Conclusion.
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1007/978-3-319-08395-7

Electricity derivatives[electronic resource] /
Aid, Rene.

Electricity derivatives[electronic resource] /by Rene Aid. - Cham :Springer International Publishing :2015. - xiv, 97 p. :ill., digital ;24 cm. - SpringerBriefs in quantitative finance,2192-7006. - SpringerBriefs in quantitative finance..

Introduction -- Electricity Markets -- Electricity Features -- Markets Microstructure -- Real Derivatives -- Conclusion -- Price Models -- Preliminary Remarks -- HJM Style Forward Curve Models -- One-Factor Spot Models -- Multi-Factor Spot Models -- Structural Models -- Derivatives -- Spreads -- Power Plants and Tollings -- Storage and Swings -- Retail Contracts -- Weather Derivatives -- Conclusion.

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.

ISBN: 9783319083957 (electronic bk.)

Standard No.: 10.1007/978-3-319-08395-7doiSubjects--Topical Terms:

606444
Electric utilities
--Capital investments

LC Class. No.: HG6047.E43

Dewey Class. No.: 332.6328

Electricity derivatives[electronic resource] /
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520 $a 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.
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