滿額折
Energy Power Risk ― Derivatives, Computation and Optimization
- ISBN13：9781787435285
- 出版社：Emerald Group Pub Ltd
- 作者：George Levy
- 裝訂／頁數：精裝／288頁
- 規格：22.9cm*15.2cm (高/寬)
- 出版日：2018/12/10
相關商品
商品簡介
作者簡介
商品簡介
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.
作者簡介
George Levy works as a Quantitative Analyst at RWE npower developing systems to estimate both the risk and value associated with energy contracts. He has been invited to speak at numerous conferences and published articles in various international journals including: Energy Risk Magazine, The Journal of Computational Finance, and Software Practice & Experience. He is also the author of two books: Computational Finance: Numerical Methods for Pricing Financial Derivatives, Academic Press (2004), and Computational Finance using C and C#: Derivatives and Valuation (2nd Edition), Academic Press (2016).
您曾經瀏覽過的商品
購物須知
外文書商品之書封，為出版社提供之樣本。實際出貨商品，以出版社所提供之現有版本為主。部份書籍，因出版社供應狀況特殊，匯率將依實際狀況做調整。
無庫存之商品，在您完成訂單程序之後，將以空運的方式為你下單調貨。為了縮短等待的時間，建議您將外文書與其他商品分開下單，以獲得最快的取貨速度，平均調貨時間為1~2個月。
為了保護您的權益，「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。
若要辦理退貨，請在商品鑑賞期內寄回，且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。