Buch

Stochastics of Environmental and Financial Economics

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.

ISBN
978-3-319-23425-0

Language
Englisch

Bibliographic citation
Series: Springer Proceedings in Mathematics & Statistics ; No. 138

Event
Geistige Schöpfung
(who)
Benth, Fred Espen
Di Nunno, Giulia
Event
Veröffentlichung
(who)
Springer Open
(where)
Cham
(when)
2016

Handle
Last update
10.03.2025, 11:43 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Buch

Associated

  • Benth, Fred Espen
  • Di Nunno, Giulia
  • Springer Open

Time of origin

  • 2016

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