Energy Power Risk - Levy, George
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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.

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Produktbeschreibung
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.
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Autorenporträt
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).