Levy, George <br/><br/>
Energy power risk:  derivatives, computation and optimization 
/ George Levy 
 - xi, 326 páginas ;  21x14 cm. 
<br/><br/>Overview  Chapter 1. Brownian motion and stochastic processes  Chapter 2. Fundamental power price model  Chapter 3. Single asset european options  Chapter 4. Single asset american style options  Chapter 5. Multi-asset options  Chapter 6. Power contracts  Chapter 7. Portfolio optimization  Chapter 8. Example C++ Classes  Chapter 9. 
<br/><br/><label>ISBN: </label>9781787435285 (print) 9781787435278 (online) 9781787439566 (Epub) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivados energéticos --Modelos matemáticos<br/>Valores derivados--Precios--Modelos matemáticos
<br/><br/><label>Dewey Class. No.: </label>333  / L668