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000725216 020__ $$a9783319083957$$qelectronic book
000725216 020__ $$a3319083953$$qelectronic book
000725216 020__ $$z9783319083940
000725216 0247_ $$a10.1007/978-3-319-08395-7$$2doi
000725216 035__ $$aSP(OCoLC)ocn900276818
000725216 035__ $$aSP(OCoLC)900276818
000725216 040__ $$aN$T$$beng$$erda$$epn$$cN$T$$dN$T$$dGW5XE$$dE7B$$dYDXCP$$dCOO$$dOCLCF$$dCDX$$dIDEBK$$dEBLCP
000725216 049__ $$aISEA
000725216 050_4 $$aHG6047.E43
000725216 08204 $$a332.63/28$$223
000725216 1001_ $$aAïd, René,$$eauthor.
000725216 24510 $$aElectricity derivatives$$h[electronic resource] /$$cRené Aïd.
000725216 264_1 $$aCham :$$bSpringer,$$c[2015]
000725216 264_4 $$c©2015
000725216 300__ $$a1 online resource.
000725216 336__ $$atext$$btxt$$2rdacontent
000725216 337__ $$acomputer$$bc$$2rdamedia
000725216 338__ $$aonline resource$$bcr$$2rdacarrier
000725216 4901_ $$aSpringerBriefs in quantitative finance
000725216 504__ $$aIncludes bibliographical references.
000725216 5050_ $$aIntroduction -- Electricity Markets -- Electricity Features -- Markets Microstructure -- Real Derivatives -- Conclusion -- Price Models -- Preliminary Remarks -- HJM Style Forward Curve Models -- One-Factor Spot Models -- Multi-Factor Spot Models -- Structural Models -- Derivatives -- Spreads -- Power Plants and Tollings -- Storage and Swings -- Retail Contracts -- Weather Derivatives -- Conclusion.
000725216 506__ $$aAccess limited to authorized users.
000725216 520__ $$aOffering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings. The mathematical content of the book has intentionally been made light in order to concentrate on the main subject matter, avoiding fastidious computations. Wherever possible, the models are illustrated by diagrams. The book should allow prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.
000725216 650_0 $$aElectric utilities$$xCapital investments$$xMathematical models.
000725216 650_0 $$aElectricity$$xMarketing.
000725216 650_0 $$aEnergy derivatives.
000725216 650_0 $$aCommodity futures.
000725216 77608 $$iPrint version:$$z9783319083940
000725216 830_0 $$aSpringerBriefs in quantitative finance.
000725216 852__ $$bebk
000725216 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-08395-7$$zOnline Access$$91397441.1
000725216 909CO $$ooai:library.usi.edu:725216$$pGLOBAL_SET
000725216 980__ $$aEBOOK
000725216 980__ $$aBIB
000725216 982__ $$aEbook
000725216 983__ $$aOnline
000725216 994__ $$a92$$bISE