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Stochastics of Environmental and Financial Economics

Name: Stochastics of Environmental and Financial Economics
Brand: Springer International Publishing AG
SKU: 09486338
Price: 51.28 EUR
Availability: InStock
Author: Fred Espen Benth
ISBN: 9783319234243

Centre of Advanced Study, Oslo, Norway, 2014-2015

Fred Espen Benth

Giulia Di Nunno

Jazyk

Angličtina

Kniha Pevná

Libristo kód: 09486338

Nakladateľstvo Springer International Publishing AG, október 2015

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the forem... Celý popis

Libristo kód: 09486338

125 b

51.28 €

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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 managemen t 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.§