Stochastics of Environmental and Financial Economics - Centre of Advanced Study, Oslo, Norway, 2014-2015 (Hardcover, 1st ed. 2016)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Springer Proceedings in Mathematics & Statistics, 138
Release date:	October 2015
First published:	2016
Editors:	Fred Espen Benth • Giulia Di Nunno
Dimensions:	235 x 155 x 22mm (L x W x T)
Format:	Hardcover
Pages:	360
Edition:	1st ed. 2016
ISBN-13:	978-3-319-23424-3
Categories:	Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Optimization > Game theory Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Books > Earth & environment > The environment > Environmental economics > General
LSN:	3-319-23424-2
Barcode:	9783319234243

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