Lecture

Structuring and Valuation (S&V)

Lecturer:
  • Prof. Dr. Rüdiger Kiesel
Contact:
Term:
Summer Semester 2019
Cycle:
Sommersemester
Time:
Tuesday 4-6 pm
Room:
S06 S04 B06
Start:
23.04.2019
Language:
English
LSF:
Lecture in LSF
Linked Lectures:

Learning Targets:

Die Studierenden sollen aktuelle Fragestellungen im Energiehandel kennen lernen und untersuchen. Sie sollen in der Lage sein komplexe quantitative Techniken zu verstehen und anzuwenden. Insbesondere, sollen die Studierenden einfache praktische Fragestellungen zum Risikomanagement in energiewirtschaftlichen Unternehmen bearbeiten und lösen.

Literature:

Burger, M,  Graeber, B.  and Schindlmayr.G.: Managing Energy Risk: An Integrated View on Power
and Other Energy Markets,  JohnWiley & Sons, 2007.
Eydeland, A. Wolyniec, K.: Energy and Power Risk Management, JohnWiley & Sons2003.
Geman, H.: Commodities and Commodity Derivatives, JohnWiley&Sons 2005.
James, T., Fusaro, P.C.: Energy and Emissions Markets , JohnWiley & Sons, 2006.

Methods of Assessment:

Klausur

Formalities:

Requirements: Energy Trading 

PLEASE NOTE: This course will start on April 30, as it will give way to the ‘Basic Course Financial Mathematics’, the subject matter of which is relevant for this course and its exam.