Sommersemester 2023
Lecture
Structuring and Valuation (S&V)
- Lecturer:
- Prof. Dr. Rüdiger Kiesel
- Contact:
- Term:
- Summer Semester 2023
- Cycle:
- Sommersemester
- Time:
- Tuesday 4-6 pm
- Room:
- R11 T03 C20
- Start:
- 18.04.2023
- Language:
- English
- Moodle:
- Lecture in Moodle
- LSF:
- Lecture in LSF
- Linked Lectures:
Important Notes:
Please note that Structuring and Valuation will start with a preliminary exercise, which introduces the topics and important mathematical tools, on April 14, 2023, 10-12 am in R11 T03 C54.
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.
Links:
In order to access the moodle password, please log into your ZIM account and click the link under the "Material" category.
Material:
- The course material is only available to a restricted user group. You are either not logged in or not in the usergroup.