Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging
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Electric Power Planning for Regulated and Deregulated Markets (Hardcover £125.00)
Chapter 1. Markets.
Chapter 2. Basic Products and Structures.
Chapter 3. Data.
Chapter 4. Reduced-form Processes.
Chapter 5. Forward Price Processes.
Chapter 6. Correlation.
Chapter 7. Hybrid Process for Power Prices.
Chapter 8. Structured Products: Fuels and Other Commodities.
Chapter 9. Power Plants and Other Cross-commodity Derivatives.
Chapter 10. Risk Management.
Appendix A: Multidimensional Monte Carlo Simulation with a Given Volatility and Correlation Structure: The Case of GBM.
Appendix B: Optimization of Operations of Physical Assets.