书目名称 | Stochastics of Environmental and Financial Economics |
副标题 | Centre of Advanced S |
编辑 | Fred Espen Benth,Giulia Di Nunno |
视频video | |
概述 | Focuses on sophisticated stochastic processes and random fields of energy and weather.Includes peer-reviewed research and survey papers by some of the foremost international researchers.Develops new t |
丛书名称 | Springer Proceedings in Mathematics & Statistics |
图书封面 |  |
描述 | .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 managemen.t 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.. |
出版日期 | Conference proceedings‘‘‘‘‘‘‘‘ 2016 |
关键词 | 93E20, 91G80, 91G10, 91G20, 60H30, 60G07, 35R60, 49L25, 91B76; Control and Optimization; Energy Market |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-23425-0 |
isbn_softcover | 978-3-319-37062-0 |
isbn_ebook | 978-3-319-23425-0Series ISSN 2194-1009 Series E-ISSN 2194-1017 |
issn_series | 2194-1009 |
copyright | The Editor(s) (if applicable) and the Author(s) 2016 |