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Tuesday 17 October, 2017
 

 

Spark Spread And Multi Fuel Hedging and Trading $499.00
Spark Spread And Multi Fuel Hedging and Trading
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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 hedges
  • Embedding multi-fuel swaps in contracts
  • Managing VaR with multi-fuel hedges
  • Multi-fuel options
  • Closed form vs. Monte Carlo pricing
  • Heat rates and spark spread hedging
  • Monetizing optionality in generation
  • Structuring heat rate options
  • Impact of heat rate on option value
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    Current Reviews: 15
    This product was added to our catalog on Monday 26 November, 2007.
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