Editors:
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)
Buying options
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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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.
Keywords
- 93E20, 91G80, 91G10, 91G20, 60H30, 60G07, 35R60, 49L25, 91B76
- Control and Optimization
- Energy Markets
- Mathematical Finance
- Stochastic Analysis
- Weather
- partial differential equations
Editors and Affiliations
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Department of Mathematics, University of Oslo, Oslo, Norway
Fred Espen Benth, Giulia Di Nunno
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
License: CC BY-NC
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, Environmental Economics, Game Theory, Differential Equations, Calculus of Variations and Optimization