ENGLISH

Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015

By Fred Espen Benth , Giulia Di Nunno (eds.)

Book information

Publisher
Springer International Publishing
Year
2016
ISBN
978-3-319-23424-3, 978-3-319-23425-0
DOI
10.1007/978-3-319-23425-0
Language
english
Format
PDF
Filesize
5 MB (5443476 bytes)
Series
Springer Proceedings in Mathematics & Statistics 138
Edition
1
Pages
VIII, 360\362
Time added
2015-11-25 16:51:03
Control; Probability Theory and Stochastic ProcessEconomicsSocial and Behav. Sciences; Partial Differential ESystems Theory

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.

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