Stochastics of Environmental and Financial Economics

Centre of Advanced Study, Oslo, Norway, 2014-2015

by Fred Espen Benth, Giulia Di Nunno

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Book 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.

This open book is licensed under a Creative Commons License (CC BY-NC). You can download Stochastics of Environmental and Financial Economics ebook for free in PDF format (5.4 MB).

Book Details

Publisher
Springer
Published
2016
Pages
362
Edition
1
Language
English
ISBN13
9783319234243
ISBN10
3319234242
ISBN13 Digital
9783319234250
ISBN10 Digital
3319234250
PDF Size
5.4 MB
License
CC BY-NC

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