| Description |
1 online resource : illustrations. |
|
text file |
|
PDF |
| Physical Medium |
polychrome |
| Series |
Applied quantitative finance
|
|
Applied quantitative finance.
|
| Bibliography |
Includes bibliographical references and index. |
| Summary |
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. |
| Contents |
Optimization in energy markets -- Optimization methods -- Cases on static optimization -- Valuing project flexibilities using the diagrammatic approach -- Virtual power plant contracts -- Algorithms comparison : the swing case -- Storage contracts -- Optimal trading strategies in intraday power markets. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Language |
English. |
| Subject |
Energy industries -- Finance.
|
|
Energy industries -- Finance. |
|
Energy industries. |
|
Commodity futures -- Mathematical models.
|
|
Commodity futures -- Mathematical models. |
|
Commodity futures. |
|
Energy technology & engineering. |
|
Business mathematics & systems. |
|
Finance. |
|
Educational: Sciences, general science. |
|
Econometrics. |
|
BUSINESS & ECONOMICS -- Real Estate -- General. |
| Added Author |
Fiorenzani, Stefano, author.
|
|
Vargiolu, Tiziano, author.
|
| Other Form: |
Printed edition: 9781349568154 |
| ISBN |
9781137412973 (electronic book) |
|
1137412976 (electronic book) |
|
9781137412966 |
|
9781349568154 |
| Standard No. |
10.1057/9781137412973 |
|
