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Stochastics of Environmental and Financial Economics on Hardback
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Stochastics of Environmental and Financial Economics

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

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.
Release date NZ
November 10th, 2015
Contributors
  • Edited by Fred Espen Benth
  • Edited by Giulia Di Nunno
Pages
360
Edition
1st ed. 2016
Audience
  • Professional & Vocational
Illustrations
viii, 360 p.
Dimensions
155x235x22
ISBN-13
9783319234243
Product ID
23156050

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