Runhedgecontrol freeware
Runhedgecontrol
Added: June 04, 2013 | Visits: 516
Simple example showing how a value neutral hedge is determined for the UK power (electricity) markets.HedgeControl Function for power hedging of Balance of Month, Monthly and Seasonal products based on value forward preservation hedging, i.e. uses the forward curve to determine the value neutral...
Platforms: Matlab
License: Freeware | Size: 112.64 KB | Download (51): UK Power Value Neutral hedge Download |