TY  - GEN
N2  - 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.
DO  - 10.1007/978-3-319-08395-7
DO  - doi
AB  - 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.
T1  - Electricity derivatives
AU  - Aïd, René,
CN  - HG6047.E43
ID  - 725216
KW  - Electric utilities
KW  - Electricity
KW  - Energy derivatives.
KW  - Commodity futures.
SN  - 9783319083957
SN  - 3319083953
TI  - Electricity derivatives
LK  - https://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-08395-7
UR  - https://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-08395-7
ER  -