STOCHASTIC MODELING OF ELECTRICITY.(V11)

“Like all good writing on mathematical finance, it is both theoretical and applied: the theorems and their proofs sit easily between the same covers as the analysis of real-world data sets.”

“This book provides a concise and rigorous treatment on the stochastic modeling of energy markets … It is easy to read and understand, and it's very interesting … It will be useful for researchers in stochastic modeling of energy derivatives, graduate students specializing in this area of financial mathematics and practitioners who work in energy markets.”