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Stochastics of Environmental and Financial Economics

Fred Espen Benth
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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 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.
      Format: Paperback / softback CONTRIBUTORS: Fred Espen Benth EAN: 9783319370620 COUNTRY: Switzerland PAGES: WEIGHT: 5562 g HEIGHT: 235 cm
      PUBLISHED BY: Springer International Publishing AG DATE PUBLISHED: 2016-08-23 CITY: GENRE: BUSINESS & ECONOMICS / Economics / General, MATHEMATICS / Differential Equations / General, MATHEMATICS / Game Theory, MATHEMATICS / Probability & Statistics / General, SCIENCE / System Theory WIDTH: 155 cm SPINE:

      Book Themes:

      Cybernetics and systems theory, Environmental economics, Differential calculus and equations, Probability and statistics, Optimization, Game theory, Stochastics

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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 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.
      Format: Paperback / softback CONTRIBUTORS: Fred Espen Benth EAN: 9783319370620 COUNTRY: Switzerland PAGES: WEIGHT: 5562 g HEIGHT: 235 cm
      PUBLISHED BY: Springer International Publishing AG DATE PUBLISHED: 2016-08-23 CITY: GENRE: BUSINESS & ECONOMICS / Economics / General, MATHEMATICS / Differential Equations / General, MATHEMATICS / Game Theory, MATHEMATICS / Probability & Statistics / General, SCIENCE / System Theory WIDTH: 155 cm SPINE:

      Book Themes:

      Cybernetics and systems theory, Environmental economics, Differential calculus and equations, Probability and statistics, Optimization, Game theory, Stochastics

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