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...
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art i...
This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics.
This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, ...
This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics.
This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, ...
