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Electricity derivatives [electronic resource]

Electricity derivatives [electronic resource]

자료유형
E-Book(소장)
개인저자
Aïd, René.
서명 / 저자사항
Electricity derivatives [electronic resource] / René Aïd.
발행사항
Cham :   Springer International Publishing :   Imprint: Springer,   2015.  
형태사항
1 online resource (xiv, 97 p.) : ill. (some col.).
총서사항
SpringerBriefs in quantitative finance,2192-7006
ISBN
9783319083957
요약
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.
일반주기
Title from e-Book title page.  
내용주기
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.
서지주기
Includes bibliographical references.
이용가능한 다른형태자료
Issued also as a book.  
일반주제명
Mathematics. Electric utilities --Capital investments --Mathematical models. Electricity --Marketing. Energy derivatives. Commodity futures.
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020 ▼a 9783319083957
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050 4 ▼a HB135-147
082 0 4 ▼a 332.63/28 ▼2 23
084 ▼a 332.6328 ▼2 DDCK
090 ▼a 332.6328
100 1 ▼a Aïd, René.
245 1 0 ▼a Electricity derivatives ▼h [electronic resource] / ▼c René Aïd.
260 ▼a Cham : ▼b Springer International Publishing : ▼b Imprint: Springer, ▼c 2015.
300 ▼a 1 online resource (xiv, 97 p.) : ▼b ill. (some col.).
490 1 ▼a SpringerBriefs in quantitative finance, ▼x 2192-7006
500 ▼a Title from e-Book title page.
504 ▼a Includes bibliographical references.
505 0 ▼a 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.
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.
530 ▼a Issued also as a book.
538 ▼a Mode of access: World Wide Web.
650 0 ▼a Mathematics.
650 0 ▼a Electric utilities ▼x Capital investments ▼x Mathematical models.
650 0 ▼a Electricity ▼x Marketing.
650 0 ▼a Energy derivatives.
650 0 ▼a Commodity futures.
830 0 ▼a SpringerBriefs in quantitative finance.
856 4 0 ▼u https://oca.korea.ac.kr/link.n2s?url=http://dx.doi.org/10.1007/978-3-319-08395-7
945 ▼a KLPA
991 ▼a E-Book(소장)

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/e-Book 컬렉션/ 청구기호 CR 332.6328 등록번호 E14025558 도서상태 대출불가(열람가능) 반납예정일 예약 서비스 M

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