Energy markets - risk management, optimal liquidation, and derivatives

Metka, Kevin

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Universität Ulm

Energy markets - risk management, optimal liquidation, and derivatives

dc:creator Metka, Kevin

2011

Degree

thesis:*

Level thesis:degree_level: thesis.doctoral
Grantor dc:publisher: Universität Ulm
Year: 2011

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Metka, Kevin

Subjects

dc:subject × 12

Backtesting
Bellman equation
Bermudan options
Commodities
Copulae
Energy markets
Konvex optimization
Least-squares Monte-Carlo
Optimal liquidation
Pricing structured derivatives
Retail electricity contracts
Value-at-risk

Identifiers

dc:identifier.*

Repository record source_url: http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-75857
OAI identifier oai:identifier: oai:oparu.uni-ulm.de:123456789/1825

Chain of custody

source

Harvested from: Universität Ulm
Base URL: oparu.uni-ulm.de/server/oai/request
Last updated: 2026-07-24
Source record: OAI-PMH GetRecord

related terms

Backtesting
Bellman equation
Bermudan options
ulm-diss
thesis.doctoral
2011

citation

Metka, Kevin. Energy markets - risk management, optimal liquidation, and derivatives. thesis.doctoral thesis, Universität Ulm, 2011. http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-75857

Energy markets - risk management, optimal liquidation, and derivatives

Degree

Author and committee

Subjects

Identifiers

Chain of custody

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