Stochastics of Environmental and Financial Economics (Record no. 426623)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04800nam a22006495i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9783319234250 |
| -- | 978-3-319-23425-0 |
| 024 7# - | |
| -- | 10.1007/978-3-319-23425-0 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | Q295 |
| 050 #4 - | |
| -- | QA402.3-402.37 |
| 072 #7 - | |
| -- | GPFC |
| -- | bicssc |
| 072 #7 - | |
| -- | SCI064000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | GPFC |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| Edition number | 23 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastics of Environmental and Financial Economics |
| Medium | [electronic resource] : |
| Remainder of title | Centre of Advanced Study, Oslo, Norway, 2014-2015 / |
| Statement of responsibility, etc | edited by Fred Espen Benth, Giulia Di Nunno. |
| 250 ## - EDITIONSTATEMENT | |
| Edition statement | 1st ed. 2016. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture | 2016. |
| 300 ## - | |
| -- | VIII, 360 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | Springer Proceedings in Mathematics & Statistics, |
| -- | 2194-1009 ; |
| -- | 138 |
| 505 0# - | |
| -- | Some recent developments in ambit stochastics -- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model. |
| 506 0# - | |
| -- | Open Access |
| 520 ## - | |
| -- | 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. |
| 650 #0 - | |
| -- | Systems theory. |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 #0 - | |
| -- | Environmental economics. |
| 650 #0 - | |
| -- | Mathematics. |
| 650 #0 - | |
| -- | Differential equations, partial. |
| 650 #0 - | |
| -- | Mathematical optimization. |
| 650 14 - | |
| -- | Systems Theory, Control. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13070 |
| 650 24 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Environmental Economics. |
| -- | http://scigraph.springernature.com/things/product-market-codes/W48000 |
| 650 24 - | |
| -- | Game Theory, Economics, Social and Behav. Sciences. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13011 |
| 650 24 - | |
| -- | Partial Differential Equations. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12155 |
| 650 24 - | |
| -- | Calculus of Variations and Optimal Control; Optimization. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M26016 |
| 700 1# - | |
| -- | Benth, Fred Espen. |
| -- | editor. |
| -- | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 700 1# - | |
| -- | Di Nunno, Giulia. |
| -- | editor. |
| -- | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319234243 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319234267 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319370620 |
| 830 #0 - | |
| -- | Springer Proceedings in Mathematics & Statistics, |
| -- | 2194-1009 ; |
| -- | 138 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-3-319-23425-0 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-SOB |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
No items available.
