empfohlenes VorwissenGood knowledge in statistics and econometrics. AbstractThe course provides a thorough overview of recent developments in energy and commodities markets, modeling approaches for these markets as well as of valuation methods for energy derivatives and risk management techniques. Lehrinhalte- Principles of energy spot – and forward markets
- Futures, forwards and swaps
- Mathematical models for energy markets and energy price processes
- Modelling and valuation of derivatives used in energy markets Risk management in energy markets
Literaturangaben- Burger, M., Graeber, B. and Schindlmayr. G.: Managing Energy Risk: An Integrated View on Power and Other Energy Markets, John Wiley & Sons, 2007
- Kaminiski, V.: Energy Markets, RISK books, 2013
- 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.: Energy Markets: Price Risk Management and Trading, John Wiley & Sons, 2008.
didaktisches Konzeptpresentation, discussion Hörerschaft- BWL-EaF-Ma-2015 > Pflichtbereich > (1.-2. Fachsemester, Pflicht) Modul "Energy Trading"
- EnergySc-Ma-2016 > Fortgeschrittene Energiewissenschaft > (1. Fachsemester, Wahlpflicht) Modul "Energy Trading"
- LA-gbF-kbF-BK-Ma-2014 > Masterprüfung in der großen beruflichen Fachrichtung > Wahlpflichtbereich BWL, VWL, Recht, Statistik > Bereich BWL > (1.-3. Fachsemester, Wahlpflicht) Modul "Energy Trading"
- VWL-Ma-2009-V2013 > Wahlpflichtbereich II > (1.-3. Fachsemester, Wahlpflicht) Modul "Energy Trading"
- WiMathe-Ma-2013 > VWL-Energie > (1.-4. Fachsemester, Wahlpflicht) Modul "Energy Trading"
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