Energy power risk: derivatives, computation and optimization / George Levy

Por: Levy, George.
Tipo de material: materialTypeLabelLibroEditor: Estados Unidos : Emerald publishing, 2019Descripción: xi, 326 páginas ; 21x14 cm.Idioma: InglésISBN: 9781787435285 (print); 9781787435278 (online); 9781787439566 (Epub).Materia(s): Derivados energéticos -- Modelos matemáticos | Valores derivados -- Precios -- Modelos matemáticosClasificación CDD: 333
Contenidos parciales:
Chapter 1. Overview
Chapter 2. Brownian motion and stochastic processes
Chapter 3. Fundamental power price model
Chapter 4. Single asset european options
Chapter 5. Single asset american style options
Chapter 6. Multi-asset options
Chapter 7. Power contracts
Chapter 8. Portfolio optimization
Chapter 9. Example C++ Classes
List(s) this item appears in: Novedades Noviembre 2021
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Item type Current location Collection Call number Copy number Status Date due Barcode
Libro - Material General Libro - Material General Biblioteca Campus Palmas
General
General 333.79/L668 (Browse shelf) 1 Checked out 2023-11-30 0022509

Chapter 1. Overview

Chapter 2. Brownian motion and stochastic processes

Chapter 3. Fundamental power price model

Chapter 4. Single asset european options

Chapter 5. Single asset american style options

Chapter 6. Multi-asset options

Chapter 7. Power contracts

Chapter 8. Portfolio optimization

Chapter 9. Example C++ Classes

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