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    Fundamentals of electricity derivatives

    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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    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.


    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


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