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explore the exciting and emerging area of multiple-fuel structures with particular emphasis on spark spread swaps and heat rate options:
Broad topics include: The structure of multi-fuel hedgesEmbedding multi-fuel swaps in contractsManaging VaR with multi-fuel hedgesMulti-fuel optionsClosed form vs. Monte Carlo pricingHeat rates and spark spread hedgingMonetizing optionality in generationStructuring heat rate optionsImpact of heat rate on option value
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