Energy power risk: derivatives, computation and optimization / George Levy
Por: Levy, George.
Tipo de material: LibroEditor: 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: 333Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|---|
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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