Stochastics of Environmental and Financial Economics

Centre of Advanced Study, Oslo, Norway, 2014-2015

360 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Springer Proceedings in Mathematics & Statistics
• Themen: Lexika Forschung und Information, allgemein Informationstheorie Kybernetik und Systemtheorie
• ISBN: 9783319370620
• Sprache: Englisch
• Erscheinungsdatum: 23.08.2016
• Größe: 23.5 x 15.5 cm
• Verlag: Springer International Publishing
• Herausgegeben von: Fred Espen Benth, Giulia Di Nunno