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Stochastics of Environmental and Financial Economics

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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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Detail Information

Series Title

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Call Number

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Publisher

Cham : Springer., 2016

Collation

VIII, 360

Language

English

ISBN/ISSN

978-3-319-23425-0

Classification

NONE

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

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Subject(s)

Mathematics and Statistics

Specific Detail Info

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Statement of Responsibility

Editors Fred Espen Benth, Giulia Di Nunno

Other Information

Cataloger

Jemadi

Source

https://link.springer.com/content/pdf/10.1007/978-3-319-23425-0.pdf?pdf=button

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