Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
1st ed. 2016
Book Details
Format
Hardback or Cased Book
Book Series
Springer Proceedings in Mathematics & Statistics
ISBN-10
3319234242
ISBN-13
9783319234243
Edition
1st ed. 2016
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Nov 10th, 2015
Print length
360 Pages
Ksh 8,100.00
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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.
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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