May 13th, 2013, 1:39 pm
QuoteOriginally posted by: vicnicI am working as a consultant in a small business consultancy in Hamburg. I am not an expert in financial mathematics but need an accessible overview on the current developments on that topic, because my client base is growing to that sector, especially energy & commodidity risk management and market risk. I just want to be up to date for the computational finance aspects in that sectors.Not sure if any books exist in the market that provide an overview on the current development of computational finance, but I would recommend this book to you.Implementing models in quantitative finance: methods and cases By Gianluca. Fusai, Andrea. RoncoronIt surveys a wide range of numerical methods used in computational finance, plus a number of interesting applications of them, including electricity pricing. You can also find a few books focused on energy & commodity risk management toward the bottom of this page.