Profile of Prilly Oktoviany

Fields of Activity / Competences

  • Market price risk measurement and valuation of derivatives in the energy sector
  • Methods and key figures for risk management 
  • Asset liability management and optimization 

 

Publications

Major Publications

  • Oktoviany, P.:
    Die Bootstrap-Methode für Faltungsprodukte.
    Masterthesis, Technische Universität Kaiserslautern, (2014)
  • Oktoviany, P.; Wagner, A.:
    Handelsstrategien am deutschen Minutenreservemarkt.
    Energiewirtschaftliche Tagesfragen 12/2012, (2012)
  • Hinderks, W.J.; Wagner, A.; Oktoviany, P.:
    Energy Risk Management in Practice.
    Handbook of Energy Finance: Theories, practices and simulations, World Scientific Publishing, (2019)