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Electricity Derivatives

Electricity Derivatives

Paperback

Series: Springerbriefs in Quantitative Finance

General MathematicsProbability & Statistics

ISBN10: 3319083945
ISBN13: 9783319083940
Publisher: Springer Nature
Published: Jan 27 2015
Pages: 97
Weight: 0.37
Height: 0.23 Width: 6.14 Depth: 9.21
Language: English
​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.

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General Mathematics