| 000 | 04800nam a22006495i 4500 | ||
|---|---|---|---|
| 001 | 978-3-319-23425-0 | ||
| 003 | DE-He213 | ||
| 005 | 20181204134230.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 151023s2016 gw | s |||| 0|eng d | ||
| 020 |
_a9783319234250 _9978-3-319-23425-0 |
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| 024 | 7 |
_a10.1007/978-3-319-23425-0 _2doi |
|
| 040 | _aISI Library, Kolkata | ||
| 050 | 4 | _aQ295 | |
| 050 | 4 | _aQA402.3-402.37 | |
| 072 | 7 |
_aGPFC _2bicssc |
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_aSCI064000 _2bisacsh |
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_a519 _223 |
| 245 | 1 | 0 |
_aStochastics of Environmental and Financial Economics _h[electronic resource] : _bCentre of Advanced Study, Oslo, Norway, 2014-2015 / _cedited by Fred Espen Benth, Giulia Di Nunno. |
| 250 | _a1st ed. 2016. | ||
| 264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2016. |
|
| 300 |
_aVIII, 360 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aSpringer Proceedings in Mathematics & Statistics, _x2194-1009 ; _v138 |
|
| 505 | 0 | _aSome 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 | _aOpen Access | |
| 520 | _aThese 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 | _aSystems theory. | |
| 650 | 0 | _aDistribution (Probability theory. | |
| 650 | 0 | _aEnvironmental economics. | |
| 650 | 0 | _aMathematics. | |
| 650 | 0 | _aDifferential equations, partial. | |
| 650 | 0 | _aMathematical optimization. | |
| 650 | 1 | 4 |
_aSystems Theory, Control. _0http://scigraph.springernature.com/things/product-market-codes/M13070 |
| 650 | 2 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 | 2 | 4 |
_aEnvironmental Economics. _0http://scigraph.springernature.com/things/product-market-codes/W48000 |
| 650 | 2 | 4 |
_aGame Theory, Economics, Social and Behav. Sciences. _0http://scigraph.springernature.com/things/product-market-codes/M13011 |
| 650 | 2 | 4 |
_aPartial Differential Equations. _0http://scigraph.springernature.com/things/product-market-codes/M12155 |
| 650 | 2 | 4 |
_aCalculus of Variations and Optimal Control; Optimization. _0http://scigraph.springernature.com/things/product-market-codes/M26016 |
| 700 | 1 |
_aBenth, Fred Espen. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
| 700 | 1 |
_aDi Nunno, Giulia. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
|
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319234243 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319234267 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783319370620 |
| 830 | 0 |
_aSpringer Proceedings in Mathematics & Statistics, _x2194-1009 ; _v138 |
|
| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-319-23425-0 |
| 912 | _aZDB-2-SMA | ||
| 912 | _aZDB-2-SOB | ||
| 942 | _cEB | ||
| 950 | _aMathematics and Statistics (Springer-11649) | ||
| 999 |
_c426623 _d426623 |
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