Learn¶

paper¶

Hedging and Tail Risk in Electricity Markets

online companion dataset to 'Hedging and Tail Risk in Electricity Markets'

• https://github.com/fnbillimor/tail_hedging_power

hedging¶

https://www.investopedia.com/trading/hedging-beginners-guide/

eletricity risk¶

https://github.com/xenakas/electricity_risks

Financial derivatives and risk management course materials¶

https://github.com/lfthwjx/Financial-Derivatives-Risk-Management

Financial modelling and risk management¶

https://github.com/shreemoyee/FinancialModellingandRiskMAnagement Zero coupon bonds

• Options on bonds

• Bonds futures and forwards

Swaps

• Caplets and floorlets

• Swaps and swapsons

• Forward equations

financial models in pricing derivatives using python¶

https://github.com/stochasticquant/Derivative-Pricing-in-Python

• Risk neutral pricing

• Black Scholes pricing

stochastic optimization with risk¶

https://www.gurobi.com/events/solving-simple-stochastic-optimization-problems-with-gurobi

• Risk

• VaR

• CVaR