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 

 

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).

A collection of publications by Prilly Oktoviany in the Fraunhofer-Publica