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Energy power risk : derivatives, computation and optimization
Levy, George - 2018 - First edition
'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...
Persistent link: https://www.econbiz.de/10012215491
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Chapter 5 Single Asset American Style Options
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 115-162). 2018
Persistent link: https://www.econbiz.de/10015361954
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Appendix E Answers to Problems
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 297-313). 2018
Persistent link: https://www.econbiz.de/10015361955
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Appendix B Standard Statistical Results
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 265-273). 2018
Persistent link: https://www.econbiz.de/10015361958
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References
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 315-319). 2018
Persistent link: https://www.econbiz.de/10015361961
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Appendix A The Greeks for Vanilla European Options
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 259-264). 2018
Persistent link: https://www.econbiz.de/10015361962
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Chapter 9 Example C++ Classes
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 245-258). 2018
Persistent link: https://www.econbiz.de/10015361963
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Chapter 7 Power Contracts
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 189-221). 2018
Persistent link: https://www.econbiz.de/10015361965
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Chapter 6 Multi-asset Options
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 163-187). 2018
Persistent link: https://www.econbiz.de/10015361966
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Chapter 4 Single Asset European Options
Levy, George - In: Energy power risk : derivatives, computation and …, (pp. 45-114). 2018
Persistent link: https://www.econbiz.de/10015361967