Resource Center

Algorithmics Research

Operational Risk

Risk Analytics and Financial Engineering

Enterprise Credit Risk Using Mark-to-Future

Brochures and Fact Sheets

Energy Risk Research

Non-Gaussian Mark-to-Future for energy forwards and futures

Non-Gaussian Mark-to-Future for energy forwards and futures

Escobar, Hernandez, Seco, March 2002

Page 1 of 1

Optimal Design of Weather Bonds

Valuation of power generation assets: a real options approach