Energy Power Risk: Derivatives, Computation and Optimization - Image 1

£81.99

emerald PUBLISHING Energy Power Risk: Derivatives, Computation and Optimization

Name: Energy Power Risk: Derivatives, Computation and Optimization
Brand: emerald PUBLISHING
Price: 64.43 GBP
Availability: InStock

Economics

Price History & Forecast

Last 43 days • 43 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 43 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £82 (22 days, 51.2%)

Price range: £64 - £82

Price levels: 2 different prices over 43 days

Description

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.

Product Specifications

Brand: emerald PUBLISHING
Format: hardcover
ASIN: 1787435288
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 10 December 2018
Listed Since: 26 July 2018

Barcode

No barcode data available

emerald PUBLISHING Energy Power Risk: Derivatives, Computation and Optimization

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Quantitative Energy Finance: Recent Trends and Developments

Energy Trading and Risk Management: A Practical Approach to Hedging, Trading and Portfolio Diversification (Wiley Finance)

Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB

Optimization Methods for Gas and Power Markets: Theory and Cases (Applied Quantitative Finance)

Energy Trading and Risk Management

Managing Energy Risk: An Integrated View on Power and Other Energy Markets (The Wiley Finance Series)

The Professional Risk Managers' Guide to the Energy Market (PRMIA Professional Risk Management)

Real Options and Energy Management: Using Options Methodology to Enhance Capital Budgeting Decisions

Energy Risk Management: A Non-technical Introduction to Energy Derivatives

Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance)

Mathematical Modelling of Contemporary Electricity Markets

Risk and Financial Management: Mathematical and Computational Methods

Financial Engineering: Derivatives and Risk Management

Handbook Of Energy Finance: Theories, Practices And Simulations

The New Power Markets: Corporate Strategies for Risk and Reward

Power Grid Resilience against Natural Disasters: Preparedness, Response, and Recovery (IEEE Press)

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Managing Energy Price Risk: The New Challenges and Solutions

Model Risk In Financial Markets: From Financial Engineering To Risk Management

Distributed Energy Management of Electrical Power Systems (IEEE Press Series on Power and Energy Systems)

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Deterministic And Stochastic Topics In Computational Finance

Energy Trading and Risk Management

Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)