Stochastics of Environmental and Financial Economics

Stochastics of Environmental and Financial Economics
Author: Fred Espen Benth
Publisher: Springer
Total Pages: 362
Release: 2015-10-23
Genre: Science
ISBN: 3319234250


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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.


Stochastics of Environmental and Financial Economics
Language: en
Pages: 362
Authors: Fred Espen Benth
Categories: Science
Type: BOOK - Published: 2015-10-23 - Publisher: Springer

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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, ener
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This book is a collection of Amitrajeet A Batabyal's most important papers on the environment and economic development. This book's uniqueness stems from the fa
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The Abel Symposia volume at hand contains a collection of high-quality articles written by the world’s leading experts, and addressing all mathematicians inte
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Authors: Ole E. Barndorff-Nielsen
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