Optimization Methods for Gas and Power Markets

Theory and Cases

Stefano Fiorenzani, Enrico Edoli, Tiziano Vargiolu (Autoren)

Buch | Softcover

192 Seiten

2016 | 2016 ed.
Palgrave Macmillan (Verlag)
978-1-349-56815-4 (ISBN)

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This is a valuable, quantitative guide to the technicalities of optimization methodologies in gas and power markets, and will be of interest to practitioners in the energy industry and financial sector who work in trading, quantitative analysis and energy risk modeling.

Enrico Edoli is Founder and CEO of Phinergy, a consulting firm which produces analytics and quantitative tools for energy trading and risk management. He has published several technical articles and a book related to quantitative energy finance. He is also Lecturer of a course in Mathematical Finance at the University of Padova. Enrico has a degree in Mathematics from the University of Padova, Italy and a PhD in Applied Mathematics from the same university. Stefano Fiorenzani is a recognized expert in Energy Trading and Risk Management, with a career spanning numerous top European energy companies and financial institutions. He has published several scientific and business articles and three books on advanced methods in the energy finance area. Stefano is Founder and Chairman of Phinergy. He holds a degree in Economic Science, a Master of Science in Financial Economics and a PhD in Mathematical Finance. Tiziano Vargiolu is Associate Professor of Probability and Statistics at the Department of Mathematics of the University of Padua, Italy, since 1998. There, he has taught courses on Probability, Statistics and Quantitative Finance at undergraduate, master's and PhD level, and directed PhD and master's theses in Financial Mathematics. His research interests span a wide range of topics including stochastic optimal control, pricing of contingent claims, portfolio optimization, interest rates models, credit risk and energy markets.

Erscheinungsdatum	25.05.2016
Reihe/Serie	Applied Quantitative Finance
Zusatzinfo	biography
Verlagsort	Basingstoke
Sprache	englisch
Maße	155 x 235 mm
Gewicht	332 g
Themenwelt	Schulbuch / Wörterbuch
	Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
	Naturwissenschaften ► Biologie ► Ökologie / Naturschutz
	Technik ► Elektrotechnik / Energietechnik
	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-349-56815-5 / 1349568155
ISBN-13	978-1-349-56815-4 / 9781349568154
Zustand	Neuware