Lecture

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:

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.