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Author:   Stefano Fiorenzani ,  Enrico Edoli ,  Tiziano Vargiolu
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2015
Dimensions:   Width: 15.50cm , Height: 1.10cm , Length: 23.50cm
Weight:   0.332kg
ISBN:  

9781349568154

ISBN 10:   1349568155
Pages:   192
Publication Date:   24 April 2016
Audience:   College/higher education ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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Reviews

'Energy markets are extremely competitive markets. Optimization of business decisions is fundamental for performance maximization. This book represents an excellent synthesis of optimization theory and practice applied to a wide and significant range of cutting-edge business problems characterizing power and natural gas markets.' - Domenico De Luca, CEO, Axpo Trading and Member of Executive Board Axpo Group 'Optimization methods play an important role when making decisions and managing risk in today's liberalized energy markets. When planning a power plant or entering a structured gas contract, stochastic control is the key mathematical tool to assess the inherent risk. The authors of this book present an excellent account of the problems and methods for optimization in energy and power markets. The scope ranges from a rigorous theoretical analysis of the control problems, through numerical methods and to in-depth discussions of relevant practical case studies. This book is unique in providing a solid mathematical analysis of various optimization problems, yet never losing the market practice out of sight. It will be an invaluable reference for both academics and practitioners in power and gas markets.' - Fred Espen Benth, Professor of Mathematical Finance at the University of Oslo, Department of Mathematics and Deputy Manager

Author Information

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.

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