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

• Coauteur: SpringerLink (Online service)
• Andere auteurs: Benth, Fred Espen (Redacteur), Di Nunno, Giulia (Redacteur)
• Formaat: Elektronisch E-boek
• Taal: Engels
• Gepubliceerd in: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Editie: 1st ed. 2016.
• Reeks: Springer Proceedings in Mathematics & Statistics, 138
• Onderwerpen: System theory.; Control theory.; Probabilities.; Environmental economics.; Game theory.; Differential equations.; Mathematical optimization.; Calculus of variations.; Systems Theory, Control.; Probability Theory.; Environmental Economics.; Game Theory.; Differential Equations.; Calculus of Variations and Optimization.
• Online toegang: Link to Metadata

Samenvatting

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.

Fysieke beschrijving

VIII, 360 p. online resource.

ISBN

9783319234250

ISSN

2194-1017 ;

DOI

10.1007/978-3-319-23425-0

Toegang

Open Access