| 000 | 01189nam a2200313 a 4500 | ||
|---|---|---|---|
| 008 | 211109t2019 us |||gr|||| 00| 0 eng d | ||
| 020 | _a9781787435285 (print) | ||
| 020 | _a9781787435278 (online) | ||
| 020 | _a9781787439566 (Epub) | ||
| 040 |
_aCO-EnEIA _erda |
||
| 041 | 0 | _aeng | |
| 082 | 0 | 4 |
_223 _a333 _bL668 _qCO-EnEIA |
| 100 | 1 |
_912904 _aLevy, George |
|
| 245 | 1 | 0 |
_aEnergy power risk: _bderivatives, computation and optimization _c/ George Levy |
| 264 | 3 | 1 |
_aEstados Unidos : _bEmerald publishing, _c2019 |
| 300 |
_axi, 326 páginas ; _c21x14 cm. |
||
| 505 | 2 |
_tChapter 1. _aOverview |
|
| 505 | 2 |
_tChapter 2. _aBrownian motion and stochastic processes |
|
| 505 | 2 |
_tChapter 3. _aFundamental power price model |
|
| 505 | 2 |
_tChapter 4. _aSingle asset european options |
|
| 505 | 2 |
_tChapter 5. _aSingle asset american style options |
|
| 505 | 2 |
_tChapter 6. _aMulti-asset options |
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| 505 | 2 |
_tChapter 7. _aPower contracts |
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| 505 | 2 |
_tChapter 8. _aPortfolio optimization |
|
| 505 | 2 |
_tChapter 9. _aExample C++ Classes |
|
| 650 | 1 | 4 |
_912905 _aDerivados energéticos _xModelos matemáticos |
| 650 | 2 | 4 |
_912906 _aValores derivados _xPrecios _xModelos matemáticos |
| 942 |
_2ddc _cBK |
||
| 999 |
_c17707 _d17707 |
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