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Energy Power Risk: Derivatives, Computation and Optimization free ebook download

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Management

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Author(s):	George Levy

Date:	2024	Format:	epub	Language:	English	ISBN/ASIN:	1787435288
Pages:	344	OCR:		Quality:		ISBN13:
Uploader:	topron	Upload Date:	4/2/2024 2:57:09 PM

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1787435288 epub
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 todays 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, Itos lemma, Itos 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,
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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3249686	Book	https://nitroflare.com/view/C4E11D850B22...		0.00	topron

Tags: Computation Derivatives Energy Optimization Power Risk

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Energy Power Risk: Derivatives, Computation and Optimization free ebook download

Category: Management

Description: Click to see full description

Category:
Management