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Found 1 from your keywords: author=René Aïd
cover
Electricity Derivatives
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René Aïd

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 b…

Edition
1
ISBN/ISSN
978-3-319-08395-7
Collation
28 illustrations in colour
Series Title
-
Call Number
-