Stochastics of Environmental and Financial Economics [electronic resource] : Centre of Advanced Study, Oslo, Norway, 2014-2015

• Tác giả: Fred Espen Benth, Giulia Di Nunno
• Ngôn ngữ: eng
• ISBN: 9783319234243 (print)
• ISBN-13: 978-3319234250
• Ký hiệu phân loại: 519 Probabilities and applied mathematics
• Thông tin xuất bản: Cham : Springer International Publishing : Imprint: Springer, 2016
• Mô tả vật lý: VIII, 360 p. 31 illus., 27 illus. in color. , online resource.
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 117376
• Chủ đề: 1. Calculus of variations; 2. Environmental economics; 3. Game theory; 4. Mathematics; 5. Partial differential equations; 6. Probabilities; 7. System theory

Tóm tắt

 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.