Search results for ""author george levy""

Energy Power Risk: Derivatives, Computation and Optimization is a comprehensive guide presenting the latest mathematical and computational tools required for the quantification and management of energy power risk. Written by a practitioner with many years’ experience in the field, it provides readers with valuable insights in to the latest practices and methodologies used in today’s markets, showing readers how to create innovative quantitative models for energy and power risk and derivative valuation. The book begins with an introduction to the mathematics of Brownian motion and stochastic processes, covering Geometric Brownian motion, Ito’s lemma, Ito’s Isometry, the Ornstein Uhlenbeck process and more. It then moves on to the simulation of power prices and the valuation of energy derivatives, before considering software engineering techniques for energy risk and portfolio optimization. The book also covers additional topics including wind and solar generation, intraday storage, generation and demand optionality. Written in a highly practical manner and with example C++ and VBA code provided throughout, Energy Power Risk: Derivatives, Computation and Optimization will be an essential reference for quantitative analysts, financial engineers and other practitioners in the field of energy risk management, as well as researchers and students interested in the industry and how it works.

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F1 Mavericks is the story of the grandest, most influential, and most fondly remembered era in Formula 1 racing as seen through the lens of master motorsports photographer, Pete Biro. The period from 1960 to 1982 saw the greatest technological changes in the history of Formula 1 racing: the transition from front engines to rear engines, narrow-treaded tires, massive racing slicks, zero downforce, and neck-wrenching ground effects—and, of course, a staggering increase in performance and reduction in lap times. In short, the period saw the creation of the modern Formula 1 car. This is also the time when legendary names who defined F1 were out in full force: Jim Clark, Jack Brabham, Dan Gurney, Sir Jackie Stewart, Graham Hill, Niki Lauda, James Hunt, Bruce McLaren, Jody Scheckter. We’ll see and meet all of them. But F1 Mavericks also focuses on the designers and engineers behind the cars—men like Colin Chapman, Sir Patrick Head, Maurice Philippe, Franco Rochhi, Gordon Murray, and many others. We’ll hear directly from many of them, including a foreword from 1978 F1 World Champion, Mario Andretti. Every chapter is a photographic account of key races throughout the period, supplemented with sidebars featuring key designers and technologies, like wings, ground effects, slick tires, turbochargers, and the Brabham “fan” suction car. F1 Mavericks is an international story, and includes loads of information on designs from Japan (Honda), Britain (McLaren, Tyrrell, Cooper, BRM) Italy (Ferrari, Maserati, Alfa Romeo), France (Matra, Ligier, Renault), Germany (Porsche, BMW) and the United States (Eagle, Shadow, Penske, Parnelli). Strap yourself in for the story of the greatest era in Formula 1 racing—it's all here in F1 Mavericks.

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