Quantitative methods for electricity trading and risk management : advanced mathematical and statistical methods for energy finance /

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Bibliographic Details
Author / Creator:Fiorenzani, Stefano.
Imprint:Basingstoke [England] ; New York : Palgrave Macmillan, 2006.
Description:xiii, 181 p. : ill. ; 25 cm.
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/6228539
Hidden Bibliographic Details
ISBN:1403943575 (cloth)
9781403943576
Notes:Includes bibliographical references (p. 176-178) and index.

MARC

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504 |a Includes bibliographical references (p. 176-178) and index. 
505 0 0 |g 1.  |t Liberalized electricity markets organization --  |g 2.  |t Electricity price driving factors --  |g 3.  |t Electricity spot price dynamics and statistical features --  |g 4.  |t Electricity modeling : general features --  |g 5.  |t Econometric modeling of electricity prices --  |g 6.  |t Probabilistic modeling of electricity prices --  |g 7.  |t Electricity derivatives : main typologies --  |g 8.  |t Electricity derivatives : valuation problems --  |g 9.  |t Electricity derivatives : numerical methods for derivatives pricing --  |g 10.  |t Financial optimization of power generation activity --  |g 11.  |t Framing and solving the optimization problem --  |g 12.  |t Risk definition and mapping --  |g 13.  |t Risk measurement methods --  |g 14.  |t Risk-adjusted planning in the electricity industry. 
650 0 |a Electric utilities  |x Rates  |x Mathematical models. 
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