1
vote
1answer
56 views

Which quantitative tools are actually used for hedging energy price and volume risk?

I'm a finance professor and I am looking for someone with actual trading and risk management knowledge within the energy sector who can tell me about pricing and hedging energy (especially electricity ...
5
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1answer
502 views

Sanity check - How to price callables

This question is meant as a sanity check whether i got the workflow right for pricing callable bonds. If anyone finds a mistake, or has a suggestion, please answer. The workflow is: For every call ...