Geman, Hélyette (1999) Fundamentals of electricity derivatives. In: UNSPECIFIED (ed.) Energy Modelling and the Management of Uncertainty. Risk Books. ISBN 978899332434.
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Official URL: https://riskbooks.com/
Abstract
Book synopsis: This text contains a detailed analysis of the most difficult problems in pricing electricity, including: price modelling, derivative valuation, feedstock correlations, and weather risk. The book also relates key modelling difficulties to practical strategies for risk management.
Metadata
| Item Type: | Book Section |
|---|---|
| School: | Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School |
| Depositing User: | Sarah Hall |
| Date Deposited: | 15 Jun 2020 14:46 |
| Last Modified: | 02 Aug 2023 18:00 |
| URI: | https://eprints.bbk.ac.uk/id/eprint/32264 |
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