Quantitative Energy Finance : Modeling, Pricing, and Hedging in Energy and Commodity Markets
edited by Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence
| Year of publication: |
2014
|
|---|---|
| Authors: | Benth, Fred Espen |
| Other Persons: | Cholodnyj, Valerij A. (ed.) ; Laurence, Peter (ed.) |
| Publisher: |
New York, NY : Springer New York |
| Subject: | Energiemarkt | Energy market | Energiepreis | Energy price | Finanzierung | Financing | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection | Wissenschaftliche Methode | Scientific method | Theorie | Theory | Finanzinvestition |
| Description of contents: | Description [swbplus.bsz-bw.de] |
| Extent: | Online-Ressource (XVIII, 308 p. 85 illus., 67 illus. in color, online resource) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Description based upon print version of record A review of optimal investment rules in electricity generationA Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of electricity spot prices -- Modelling electricity day-ahead prices by multivariate Lévy semistationary processes -- Modelling Power Forward Prices -- An analysis of the main determinants of electricity forward prices and forward risk premia -- A Dynamic Lévy Copula Model for the Spark Spread -- Constrained density estimation -- Electricity Options and Additional Information. |
| ISBN: | 978-1-4614-7248-3 ; 978-1-4614-7247-6 |
| Other identifiers: | 10.1007/978-1-4614-7248-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014016908