Energy Derivatives

Ects : 3
Compétence à acquérir :
Good technical knowledge of pricing models and computational methods for energy derivatives products

Description du contenu de l'enseignement :
Energy markets, pricing Spot and Forward models for electricity and gas prices, Vanilla energy derivatives, Structured derivatives and physical assets, Advanced computational methods for stochastic control in energy markets
To provide students with an overview of both the technical aspects of energy markets as well as the most commonly used price models for pricing energy derivatives.