Coverart for item
The Resource Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015, edited by Fred Espen Benth, Giulia Di Nunno, (electronic book)

Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015, edited by Fred Espen Benth, Giulia Di Nunno, (electronic book)

Label
Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
Title
Stochastics of environmental and financial economics
Title remainder
Centre of Advanced Study, Oslo, Norway, 2014-2015
Statement of responsibility
edited by Fred Espen Benth, Giulia Di Nunno
Contributor
Editor
Subject
Language
eng
Summary
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℗lcover the areas℗lof℗lstochastic modeling℗lin energy and financial markets;℗lrisk management with environmental factors from a stochastic control perspective; and℗lvaluation and hedging of derivatives℗lin 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 ĺlStochastics of Environmental and Financial Economics (SEFE)ĺl, being℗lpart of the activity in the SEFE research group of℗lthe Centre of Advanced Study (CAS)℗lat the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year
Member of
Cataloging source
NUI
Dewey number
519
Illustrations
illustrations
Image bit depth
0
Index
no index present
LC call number
  • Q295
  • QA402.3-402.37
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1969-
http://library.link/vocab/relatedWorkOrContributorName
  • Benth, Fred Espen
  • Di Nunno, Giulia
Series statement
Springer Proceedings in Mathematics & Statistics,
Series volume
138
http://library.link/vocab/subjectName
  • Mathematics
  • Differential equations, Partial
  • Game theory
  • System theory
  • Calculus of variations
  • Probabilities
  • Environmental economics
  • 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
Label
Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015, edited by Fred Espen Benth, Giulia Di Nunno, (electronic book)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
SPR932168813
Dimensions
unknown
Extent
1 online resource (viii, 360 p.)
File format
multiple file formats
Form of item
online
Isbn
9783319234250
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-23425-0
Other physical details
ill. (some col.).
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
Label
Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015, edited by Fred Espen Benth, Giulia Di Nunno, (electronic book)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
SPR932168813
Dimensions
unknown
Extent
1 online resource (viii, 360 p.)
File format
multiple file formats
Form of item
online
Isbn
9783319234250
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-23425-0
Other physical details
ill. (some col.).
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote

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