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Electricity Derivatives (SpringerBriefs in Quantitative Finance) book cover by René Aïd
Paperback

Electricity Derivatives (SpringerBriefs in Quantitative Finance)

by René Aïd

From $79.19 / copy at 25+ copies; lower per-copy prices at higher quantities (see Volume pricing) As low as $77.39 at 100+

Total $1,979.75

Paperback · 97 pages Springer International Publishing · 2015

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Paperback
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About the book

Electricity Derivatives (SpringerBriefs in Quantitative Finance)

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.

Details

Publisher
Springer International Publishing
Author
René Aïd
Format
Paperback
Published
Jan 27, 2015
ISBN-13
9783319083940
Pages
97
Printing
Printed on demand
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CopiesPrice per copyYou save
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50 – 99 $78.29 13% off list
100+ $77.39 14% off list
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