Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015 by Fred Espen Benth
English | EPUB | 2016 | 362 Pages | ISBN : 3319234242 | 7 MB
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.
