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George Levy
Energy Power Risk
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3827133Energy Power Riskhttps://www.gandhi.com.mx/energy-power-risk-9781787439566/phttps://gandhi.vtexassets.com/arquivos/ids/3901857/fb285da5-1c11-40b1-aca2-3621f1941c30.jpg?v=63838604857117000021692646MXNEmerald Publishing LimitedInStock/Ebooks/<p><em>Energy Power Risk: Derivatives, Computation and Optimization</em> 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.</p><p>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.</p><p>Written in a highly practical manner and with example C and VBA code provided throughout, <em>Energy Power Risk: Derivatives, Computation and Optimization</em> 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.</p>...3763140Energy Power Risk21692646https://www.gandhi.com.mx/energy-power-risk-9781787439566/phttps://gandhi.vtexassets.com/arquivos/ids/3901857/fb285da5-1c11-40b1-aca2-3621f1941c30.jpg?v=638386048571170000InStockMXN99999DIEbook20189781787439566_W3siaWQiOiJiY2ExOTgyNi0yM2YwLTRkMzAtOTFiMS0zZGRmZDU3NmZmMDAiLCJsaXN0UHJpY2UiOjI0MjgsImRpc2NvdW50Ijo0MzcsInNlbGxpbmdQcmljZSI6MTk5MSwiaW5jbHVkZXNUYXgiOnRydWUsInByaWNlVHlwZSI6Ildob2xlc2FsZSIsImN1cnJlbmN5IjoiTVhOIiwiZnJvbSI6IjIwMjQtMTEtMTRUMTI6MDA6MDBaIiwidG8iOiIyMDI0LTExLTMwVDIzOjU5OjU5WiIsInJlZ2lvbiI6Ik1YIiwiaXNQcmVvcmRlciI6ZmFsc2V9LHsiaWQiOiI3ZTEwYmI5MC1mNjc2LTQ4YTktYTRiOS05MzNmMThhYTAzN2UiLCJsaXN0UHJpY2UiOjI1NzgsImRpc2NvdW50Ijo0NjQsInNlbGxpbmdQcmljZSI6MjExNCwiaW5jbHVkZXNUYXgiOnRydWUsInByaWNlVHlwZSI6Ildob2xlc2FsZSIsImN1cnJlbmN5IjoiTVhOIiwiZnJvbSI6IjIwMjQtMTItMDFUMDA6MDA6MDBaIiwicmVnaW9uIjoiTVgiLCJpc1ByZW9yZGVyIjpmYWxzZX1d9781787439566_<p><em>Energy Power Risk: Derivatives, Computation and Optimization</em> 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.</p><p>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.</p><p>Written in a highly practical manner and with example C and VBA code provided throughout, <em>Energy Power Risk: Derivatives, Computation and Optimization</em> 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.</p>(*_*)9781787439566_<p><em>Energy Power Risk: Derivatives, Computation and Optimization</em> 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.</p><p>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.</p><p>Written in a highly practical manner and with example C and VBA code provided throughout, <em>Energy Power Risk: Derivatives, Computation and Optimization</em> 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.</p>...9781787439566_Emerald Publishing Limitedlibro_electonico_454e5ca5-91c1-3c6d-9e14-7416e7cc7dc5_9781787439566;9781787439566_9781787439566George LevyInglésMéxicohttps://getbook.kobo.com/koboid-prod-public/emeraldpublishing-epub-d95b5f39-efbd-4ad0-a3b0-7d47cf8d1b09.epub2018-12-10T00:00:00+00:00Emerald Publishing Limited