Energy Power Risk —— Derivatives, Computation and Optimization

----- 能源动力风险：导数、计算与优化

ISBN: 9781787435285 出版年：2018 页码：345 George Levy Emerald Publishing Limited

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.