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    Fundamentals of electricity derivatives

    Geman, Helyette (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: School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Sarah Hall
    Date Deposited: 15 Jun 2020 14:46
    Last Modified: 28 Jul 2020 09:45
    URI: https://eprints.bbk.ac.uk/id/eprint/32264

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