LEADER 00788nam a2200217 i 4500 001 991000289129707536 005 20020509164623.0 008 980114s|||| ||| ||| | ita 035 $ab11336870-39ule_inst 035 $aPARLA205515$9ExL 040 $aDip.to Scienze dell'Antichità$bita 100 1 $aTusiani, Joseph$0221952 245 10$aShort Story manuscripts /$cJoseph Tusiani 260 $a[s.l.] :$b[s.e.],$c[s.d.] 650 4$aTusiani, Joseph - Racconti brevi 907 $a.b11336870$b02-04-14$c01-07-02 912 $a991000289129707536 945 $aLE015 Fondo Tusiani 63$g1$i2015000006974$lle007$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i11510638$z01-07-02 996 $aShort Story manuscripts$9823769 997 $aUNISALENTO 998 $ale007$b01-01-98$cm$da $e-$feng$gxx $h0$i1 LEADER 03110nam 22005775 450 001 9910299786703321 005 20200630020709.0 010 $a3-319-08395-3 024 7 $a10.1007/978-3-319-08395-7 035 $a(CKB)3710000000337890 035 $a(EBL)1968456 035 $a(OCoLC)900276818 035 $a(SSID)ssj0001424452 035 $a(PQKBManifestationID)11891902 035 $a(PQKBTitleCode)TC0001424452 035 $a(PQKBWorkID)11367516 035 $a(PQKB)10814807 035 $a(DE-He213)978-3-319-08395-7 035 $a(MiAaPQ)EBC1968456 035 $a(PPN)183519078 035 $a(EXLCZ)993710000000337890 100 $a20150114d2015 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aElectricity Derivatives /$fby René Aïd 205 $a1st ed. 2015. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015. 215 $a1 online resource (107 p.) 225 1 $aSpringerBriefs in Quantitative Finance,$x2192-7006 300 $aDescription based upon print version of record. 311 $a3-319-08394-5 320 $aIncludes bibliographical references. 327 $aIntroduction -- Electricity Markets -- Electricity Features -- Markets Microstructure -- Real Derivatives -- Conclusion -- Price Models -- Preliminary Remarks -- HJM Style Forward Curve Models -- One-Factor Spot Models -- Multi-Factor Spot Models -- Structural Models -- Derivatives -- Spreads -- Power Plants and Tollings -- Storage and Swings -- Retail Contracts -- Weather Derivatives -- Conclusion. 330 $aOffering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings. The mathematical content of the book has intentionally been made light in order to concentrate on the main subject matter, avoiding fastidious computations. Wherever possible, the models are illustrated by diagrams. The book should allow prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks. 410 0$aSpringerBriefs in Quantitative Finance,$x2192-7006 606 $aEconomics, Mathematical 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 615 0$aEconomics, Mathematical. 615 14$aQuantitative Finance. 676 $a333.7932 700 $aAïd$b René$4aut$4http://id.loc.gov/vocabulary/relators/aut$0755527 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910299786703321 996 $aElectricity derivatives$91522501 997 $aUNINA