£35.53

Springer Electricity Derivatives (SpringerBriefs in Quantitative Finance)

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Last 594 days • 594 data points (No recent data available)

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£54.99 £24.61 £31.24 £37.87 £44.49 £51.12 £57.75 09 June 2024 04 November 2024 01 April 2025 27 August 2025 23 January 2026

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111 days 384 days · current 19 days 74 days 6 days 0 96 192 288 384 £27-33 £33-38 £38-44 £44-49 £49-55 Days at Price

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Most common range: £33-38 (384 days, 64.6%)

Price range: £27 - £55

Price levels: 5 price ranges over 594 days

Description

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 allow prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
28 February 2015
Listed Since
29 May 2014

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