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商品詳細
Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015. Softcover reprint of the original 1st ed. 2016
・ISBN 978-3-319-37062-0 paper EUR 49.99
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| 著者・編者 | Benth, Fred Espen / Di Nunno, Giulia (eds.), |
|---|---|
| シリーズ | (Springer Proceedings in Mathematics & Statistics) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 360 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-75877＞ |
解説
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.