: Summer Semester 20 - House of Energy Markets and Finance

Lehrveranstaltungen im SS 20

Structuring and Valuation (S&V)

Lecturer:

Prof. Dr. Rüdiger Kiesel

Contact:

Term:

Summer Semester 2020

Cycle:

Sommersemester

Time:

Tuesday 4-6 pm

Room:

S06 S01 B06

Language:

English

LSF:

Lecture in LSF

Linked Lectures:

Structuring and Valuation (Exercise)

Learning Targets:

Students

analyze current problems in the field of energy trading.
understand complex quantitative techniques and apply them to analyze the structures of financial contracts and physical assets frequently used in energy markets.
are able to evaluate the risk attended by such contracts and to explain it to non-experts.
are able to critically discuss and interpret model results as well as to extend models.

Literature:

Burger, M., Graeber, B. and Schindlmayr, G.: Managing Energy Risk: An Integrated View on Power and Other Energy Markets, John Wiley & Sons, 2007.
Eydeland, A. and Wolyniec, K.: Energy and Power Risk Management, John Wiley & Sons, 2003.
Geman, H.: Commodities and Commodity Derivatives, John Wiley & Sons, 2005.
James, T. and Fusaro, P.C.: Energy and Emissions Markets , John Wiley & Sons, 2006.