Overview
- Focuses on sophisticated stochastic processes and random fields of energy and weather
- Includes peer-reviewed research and survey papers by some of the foremost international researchers
- Develops new theory in stochastic analysis and probability theory to analyze and solve problems related to risk management and valuation in modern energy and finance
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 138)
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Table of contents (14 papers)
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Front Matter
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Foundations
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Front Matter
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Applications
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Front Matter
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Keywords
About this book
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.
Editors and Affiliations
Bibliographic Information
Book Title: Stochastics of Environmental and Financial Economics
Book Subtitle: Centre of Advanced Study, Oslo, Norway, 2014-2015
Editors: Fred Espen Benth, Giulia Di Nunno
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-319-23425-0
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and the Author(s) 2016
Hardcover ISBN: 978-3-319-23424-3Published: 10 November 2015
Softcover ISBN: 978-3-319-37062-0Published: 23 August 2016
eBook ISBN: 978-3-319-23425-0Published: 23 October 2015
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: VIII, 360
Topics: Systems Theory, Control, Probability Theory and Stochastic Processes, Environmental Economics, Game Theory, Economics, Social and Behav. Sciences, Partial Differential Equations, Calculus of Variations and Optimal Control; Optimization