Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy...

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מחבר תאגידי: SpringerLink (Online service)
מחברים אחרים: Benth, Fred Espen (Editor), Di Nunno, Giulia (Editor)
פורמט: אלקטרוני ספר אלקטרוני
שפה:אנגלית
יצא לאור: Cham : Springer International Publishing : Imprint: Springer, 2016.
מהדורה:1st ed. 2016.
סדרה:Springer Proceedings in Mathematics & Statistics, 138
נושאים:
גישה מקוונת:http://dx.doi.org/10.1007/978-3-319-23425-0
תגים: הוספת תג
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תיאור
סיכום:These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.
תיאור פיזי:VIII, 360 p. online resource.
ISBN:9783319234250
ISSN:2194-1009 ;
DOI:10.1007/978-3-319-23425-0
גישה:Open Access