Books > Business & Economics > Industry & industrial studies > Energy industries & utilities
|
Buy Now
Energy Power Risk - Derivatives, Computation and Optimization (Hardcover)
Loot Price: R2,911
Discovery Miles 29 110
|
|
Energy Power Risk - Derivatives, Computation and Optimization (Hardcover)
Expected to ship within 12 - 17 working days
|
Energy Power Risk: Derivatives, Computation and Optimization is a
comprehensive guide presenting the latest mathematical and
computational tools required for the quantification and management
of energy power risk. Written by a practitioner with many years'
experience in the field, it provides readers with valuable insights
in to the latest practices and methodologies used in today's
markets, showing readers how to create innovative quantitative
models for energy and power risk and derivative valuation. The book
begins with an introduction to the mathematics of Brownian motion
and stochastic processes, covering Geometric Brownian motion, Ito's
lemma, Ito's Isometry, the Ornstein Uhlenbeck process and more. It
then moves on to the simulation of power prices and the valuation
of energy derivatives, before considering software engineering
techniques for energy risk and portfolio optimization. The book
also covers additional topics including wind and solar generation,
intraday storage, generation and demand optionality. Written in a
highly practical manner and with example C++ and VBA code provided
throughout, Energy Power Risk: Derivatives, Computation and
Optimization will be an essential reference for quantitative
analysts, financial engineers and other practitioners in the field
of energy risk management, as well as researchers and students
interested in the industry and how it works.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.