Courses

 Seminar Winter Term 2012/2013


The Mathematics of Electricity Markets

 

Lecturer:
Robert Stelzer and Marc Wittlinger
Type:Master
Registration:
To register for the seminar, please write an E-Mail to Marc Wittlinger. The number of participants is limited to 15 students.
News:The first talk is on 11/08/2012.
   
First meeting
(assignment of topics):
Wednesday 09/26/2012, 13:30-14:30, He 220.   
Prerequisites: Financial Mathematics I (necessary)
Financial Mathematics II (desirable)
Stochastik II (desirable)
Time and Venue: Thursday 16:15 - 18:00 Helmholtzstraße 18, E 60.
Literature:
  • Benth, Benth, Koekebakker: "Stochastic Modeling of Electricity and Related Markets" (World Scientific)
  • Weron: "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach" (Wiley)