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What are the implications of correlation on hedging strategy for Aurora Energy? Aurora Energy uses electricity swaps and caps, forward contracts and customer sale contracts
What are the implications of correlation on hedging strategy for Aurora Energy? Aurora Energy uses electricity swaps and caps, forward contracts and customer sale contracts as hedging instruments.
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The Concepts And Practice Of Mathematical Finance
Authors: Mark S. Joshi
2nd Edition
0521514088, 9780521514088
