Stochastic Modeling Of Electricity And Related Markets
Book Details
Format
Hardback or Cased Book
ISBN-10
981281230X
ISBN-13
9789812812308
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 15th, 2008
Print length
352 Pages
Weight
678 grams
Dimensions
23.60 x 16.10 x 2.00 cms
Product Classification:
Electrical power industriesMathematical modelling
Ksh 22,150.00
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Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes.
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