| 书目名称 | Quantitative Energy Finance | | 副标题 | Modeling, Pricing, a | | 编辑 | Fred Espen Benth,Valery A. Kholodnyi,Peter Laurenc | | 视频video | | | 概述 | First comprehensive collection of current research in the new emerging field of quantitative energy finance.Offers a sophisticated theoretical approach to problems of interest in energy risk managemen | | 图书封面 |  | | 描述 | .Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for | | 出版日期 | Book 2014 | | 关键词 | Energy Finance; Energy Markets; Financial Engineering; Financial Mathematics; Quantitative Finance; Risk | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4614-7248-3 | | isbn_softcover | 978-1-4939-5223-6 | | isbn_ebook | 978-1-4614-7248-3 | | copyright | Springer Science+Business Media New York 2014 |
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发表于 2025-3-21 17:36:48
