Optimization Methods for Gas and Power Markets: Theory and Cases (Applied Quantitative Finance)
Language: English
Published by MacMillan, 2016
- Hardcover
- New
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
AbeBooks seller since January 19, 2007
Condition: New
£ 166.16
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Print on Demand pp. 250.
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- Title
- Optimization Methods for Gas and Power Markets: Theory and Cases (Applied Quantitative Finance)
- Author
- Edoli, Enrico; Fiorenzani, Stefano; Vargiolu, Tiziano
- Publisher
- MacMillan
- Publication year
- 2016
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1137412968
- ISBN 13
- 9781137412966
- Series
- Book 11 of 14: Applied Quantitative Finance
Optimization Methods for Gas and Power Markets presents both theoretical elements and practical examples for solving energy optimization issues in gas and power markets. Starting with the theoretical framework and the basic business and economics of power and gas optimization, it quickly moves on to review the mathematical optimization problems inherent to the industry, and their solutions – all supported with examples from the energy sector. Coverage ranges from very long-term (and capital intensive) optimization problems such as investment valuation/diversification to asset (gas and power) optimization/hedging problems, and pure trading decisions.
This book first presents the readers with various examples of optimization problems arising in power and gas markets, then deals withgeneral optimization problems and describes the mathematical tools useful for their solution. The remainder of the book is dedicated to presenting a number of key business cases which apply the proposed techniques to concrete market problems. Topics include static asset optimization, real option evaluation, dynamic optimization of structured products like swing, virtual storage or virtual power plant contracts and optimal trading in intra-day power markets. As the book progresses, so too does the level of mathematical complexity, providing readers with an appreciation of the growing sophistication of even common problems in current market practice.
Optimization Methods for Gas and Power Markets provides a valuable quantitative guide to the technicalities of optimization methodologies in gas and power markets; it is essential reading for practitioners in the energy industry and financial sector who work in trading, quantitative analysis and energy risk modeling.
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
Majestic Books
Hounslow, United Kingdom
AbeBooks seller since January 19, 2007
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