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Quantitative Methods for Electricity Trading and Risk Management

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Quantitative Methods for Electricity Trading and Risk Management

Advanced Mathematical and Statistical Methods for Energy Finance

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Quantitative Methods for Electricity Trading and Risk Management by Stefano Fiorenzani
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Description

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.

Author Biography

STEFANO FIORENZANI is Head of quantitative research in the Risk Management group of Edison Spa in Milan, Italy. He holds a PhD in Mathematical Finance and has worked for several years as a quantitative analyst in the financial industry, as a quantitative researcher in the financial models group of IMI bank in Milan, Italy. He has several publications in Energy Risk Management and collaborates with the University of Milan Bicocca and the University of Florence, Italy.
Release date NZ
January 31st, 2006
Country of Publication
United States
Edition
2006 ed.
Illustrations
184 Illustrations, black and white; XIII, 181 p. 184 illus.
Imprint
Palgrave Macmillan
Pages
181
Dimensions
155x235x16
ISBN-13
9781403943576
Product ID
1652501

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