Stochastic Modelling of Electricity and Related Markets.

Key Features:Gives a detailed account of advanced stochastic models for spot, futures and option price dynamics in energy marketsGives a detailed analysis of electricity and gas futures prices, with an emphasis on market models (also known as LIBOR models).

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Year of publication:	2008
Authors:	Benth, Fred Espen
Other Persons:	Saltyte Benth, Jurate (contributor) ; Koekebakker, Steen (contributor)
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Energiemarkt \| Energy market \| Marktstruktur \| Market structure \| Modellierung \| Scientific modelling \| Stochastischer Prozess \| Stochastic process \| Optionsgeschäft \| Option trading \| Hedging \| Stochastisches Modell
Description of contents:	Description [zbmath.org]

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Extent:	1 online resource (352 pages)
Series:	Advanced Series on Statistical Science and Applied Probability Ser ; v.11 Advanced series on statistical science & applied probability ; v. 11
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-981-281-231-5 ; 978-981-281-230-8
Classification:	Wahrscheinlichkeitsrechnung ; Angewandte Mathematik
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012684999