TY  - BOOK
AU  - Levy,George
TI  - Energy power risk: derivatives, computation and optimization
SN  - 9781787435285 (print)
U1  - 333 23
PY  - 2019///
CY  - Estados Unidos
PB  - Emerald publishing
KW  - Derivados energéticos
KW  - Modelos matemáticos
KW  - Valores derivados
KW  - Precios
N1  - 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
ER  -