Stochastic Modeling Of Electricity And Related Markets
Author:   Fred Espen Benth (Univ Of Oslo, Norway) ,  Steen Koekebakker (Agder Univ College, Norway) ,  Jurate Saltyte-benth (Univ Of Oslo, Norway)
Publisher:   World Scientific Publishing Co Pte Ltd
Volume:   11
ISBN:  

9789812812308


Pages:   352
Publication Date:   15 April 2008
Format:   Hardback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

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Stochastic Modeling Of Electricity And Related Markets


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Author:   Fred Espen Benth (Univ Of Oslo, Norway) ,  Steen Koekebakker (Agder Univ College, Norway) ,  Jurate Saltyte-benth (Univ Of Oslo, Norway)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Volume:   11
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 22.90cm
Weight:   0.680kg
ISBN:  

9789812812308


ISBN 10:   981281230
Pages:   352
Publication Date:   15 April 2008
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Table of Contents

A Survey of Electricity and Related Markets; Stochastic Analysis for Independent Increment Processes; Stochastic Models for the Energy Spot Price Dynamics; Pricing of Forwards and Swaps Based on the Spot Price; Applications to the Gas Markets; Modeling Forwards and Swaps Using the Heath-Jarrow-Morton Approach; Constructing Smooth Forward Curves in Electricity Markets; Modeling of the Electricity Futures Market; Pricing and Hedging of Energy Options; Analysis of Temperature Derivatives.

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