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Index
Cover
Frontmatter
1. Surveys
1. A Review of Optimal Investment Rules in Electricity Generation
2. A Survey of Commodity Markets and Structural Models for Electricity Prices
3. Fourier-Based Valuation Methods in Mathematical Finance
4. Mathematics of Swing Options: A Survey
2. Energy Spot Modelling
5. Inference for Markov Regime-Switching Models of Electricity Spot Prices
6. Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes
7. Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward Spikes in the Framework of the Non-Markovian Approach
3. Pricing of Derivatives
8. An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
9. A Dynamic Lévy Copula Model for the Spark Spread
10. Constrained Density Estimation
11. Electricity Options and Additional Information
Backmatter
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