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Boerger, Reik H.'s
Scholarly Papers
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Total Downloads
1,839 |
Total
Citations
2 |
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1.
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Boerger, Reik H. RWE AG Cartea, Álvaro University College London Kiesel, Ruediger University of Duisburg-Essen - Faculty of Economic Science Schindlmayr, Gero affiliation not provided to SSRN
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18 Apr 07
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Last Revised:
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16 Nov 09
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1,652
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Commodity, Hedging, Risk Management, Power Plant
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2.
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Metka, Kevin University of Ulm Boerger, Reik H. RWE AG
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04 Nov 09
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17 Aug 11
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126
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Electricity Markets, Analysis of Electricity Contracts, Option Premia, Longstaff-Schwartz Algorithm, Multicallable Products
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Boerger, Reik H. RWE AG
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61
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rainbow option, multi-asset option, swing option, sensitivities, Greeks, pricing, risk analysis
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4.
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Heys, Jan van affiliation not provided to SSRN Boerger, Reik H. RWE AG
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15 Nov 09
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17 Aug 11
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LMM, Libor Market Model, calibration, correlation, market analysis, CMS spread option
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5.
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Kiesel, Ruediger University of Duisburg-Essen - Faculty of Economic Science Schindlmayr, Gero affiliation not provided to SSRN Boerger, Reik H. RWE AG
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02 May 07
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Last Revised:
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16 Nov 09
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Energy derivatives, Futures, Option, Two-Factor Model, Volatility Term Structure
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Records 1 -
5
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