Description: Energy Power Risk by George Levy Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description The book describes both mathematical and computational tools for energy and power risk management, deriving from first principles stochastic models for simulating commodity risk and how to design robust C++ to implement these models. Publisher Description Energy Power Risk: Derivatives, Computation and Optimization is a comprehensive guide presenting the latest mathematical and computational tools required for the quantification and management of energy power risk. Written by a practitioner with many years experience in the field, it provides readers with valuable insights in to the latest practices and methodologies used in todays markets, showing readers how to create innovative quantitative models for energy and power risk and derivative valuation. The book begins with an introduction to the mathematics of Brownian motion and stochastic processes, covering Geometric Brownian motion, Itos lemma, Itos Isometry, the Ornstein Uhlenbeck process and more. It then moves on to the simulation of power prices and the valuation of energy derivatives, before considering software engineering techniques for energy risk and portfolio optimization. The book also covers additional topics including wind and solar generation, intraday storage, generation and demand optionality.Written in a highly practical manner and with example C++ and VBA code provided throughout, Energy Power Risk: Derivatives, Computation and Optimization will be an essential reference for quantitative analysts, financial engineers and other practitioners in the field of energy risk management, as well as researchers and students interested in the industry and how it works. Author Biography George Levy works as a Quantitative Analyst at RWE npower developing systems to estimate both the risk and value associated with energy contracts. He has been invited to speak at numerous conferences and published articles in various international journals including: Energy Risk Magazine, The Journal of Computational Finance, and Software Practice & Experience. He is also the author of two books: Computational Finance: Numerical Methods for Pricing Financial Derivatives, Academic Press (2004), and Computational Finance using C and C#: Derivatives and Valuation (2nd Edition), Academic Press (2016). Details ISBN 1787435288 ISBN-13 9781787435285 Title Energy Power Risk Author George Levy Format Hardcover Year 2018 Pages 344 Publisher Emerald Publishing Limited GE_Item_ID:161770226; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 102.11 USD
Location: Calgary, Alberta
End Time: 2024-11-27T07:43:08.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9781787435285
Book Title: Energy Power Risk
Number of Pages: 344 Pages
Publication Name: Energy Power Risk : Derivatives, Computation and Optimization
Language: English
Publisher: Emerald Publishing The Limited
Subject: Programming Languages / C++, Mathematical & Statistical Software, Investments & Securities / Commodities / Energy, General, Industries / Energy
Publication Year: 2018
Type: Textbook
Item Weight: 19.8 Oz
Subject Area: Computers, Business & Economics
Item Length: 9 in
Author: George Levy
Item Width: 6 in
Format: Hardcover
