Quantitative Methods for Electricity Trading and Risk Management - Advanced Mathematical and Statistical Methods for Energy Finance

Informationen zum Autor STEFANO FIORENZANI is responsible for quantitative research in the Strategy Department of Edison Spa in Milan, Italy. He holds a PhD in mathematical Finance and has worked for several years as a Quantitative Analyst and Researcher in the Italian energy sector and financial industry. He has several publications in Energy Risk Management and is a regular speaker at academic and professional conferences. Moreover, he has collaborated with prestigious universities such as University of Milan Bicocca, Italy and Athens University of Economics and Business, Greece. Klappentext This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management. Zusammenfassung This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading! hedging and generation asset management. Inhaltsverzeichnis Distribution and Dynamical Features of Spot Electricity Prices Electricity Spot Price Stochastic Models Electricity Derivatives Risk Management Problems in Electricity Companies Real Options and Energy Management

List of contents

Distribution and Dynamical Features of Spot Electricity Prices Electricity Spot Price Stochastic Models Electricity Derivatives Risk Management Problems in Electricity Companies Real Options and Energy Management

Product details

• Authors: S Fiorenzani, S. Fiorenzani, Stefano Fiorenzani
• Publisher: Palgrave UK
• Languages: English
• Product format: Hardback
• Released: 31.01.2006
• EAN: 9781403943576
• ISBN: 978-1-4039-4357-6
• No. of pages: 256
• Series: Finance and Capital Markets; Finance and Capital Markets Series; Finance and Capital Markets; Finance and Capital Markets Series
• Subjects: Social sciences, law, business > Business > Business administration; B, Investment Banking, Corporate Finance, macroeconomics, Financial Services, risk management, Securities, Macroeconomics and Monetary Economics, Macroeconomics/Monetary Economics//Financial Economics, Management & management techniques, Business Finance, Monetary Economics, Management science, IT Risk Management, Investments and Securities, Investment & securities, Palgrave Economics & Finance Collection, Business enterprises—Finance