Books By Rafal Weron - Author

RAFAL WERON received his M.Sc. (1995) and Ph.D. (1999) degrees in applied mathematics from the Wroclaw University of Technology (WUT), Poland. He currently holds a position of Assistant Professor at WUT. His research focuses on risk management and forecasting in the power markets and computational statistics as applied to finance and insurance.
Rafal Weron is the co-author of three books and over 70 research articles, book chapters, and conference papers. His professional experience includes design of the risk management system for BOT Holding (BOT Górnictwo i Energetyka S.A.), development of insurance strategies for Polish Power Grid Co. (PSE S.A.) and Hydro-storage Power Plants Co. (ESP S.A.), as well as implementation of yield curve calibration and option pricing software for LUKAS Bank S.A. (Crédit Agricole Group). He has also been a consultant or executive teacher to a large number of banks and corporations.