Offering 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.
General
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