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Item Details
| Title:
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STOCHASTICS OF ENVIRONMENTAL AND FINANCIAL ECONOMICS
CENTRE OF ADVANCED STUDY, OSLO, NORWAY, 2014-2015 |
| Volume: |
2016 |
| By: |
Fred Espen Benth (Editor), Giulia Di Nunno (Editor) |
| Format: |
Hardback |
| List price:
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£44.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3319234242 |
| ISBN 13: |
9783319234243 |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
24 October, 2015 |
| Edition: |
2016 ed. |
| Series: |
Springer Proceedings in Mathematics and Statistics 138 |
| Pages: |
360 |
| Synopsis: |
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. |
| Illustrations: |
biography |
| Publication: |
Switzerland |
| Imprint: |
Springer International Publishing AG |
| Returns: |
Non-returnable |
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