Vui lòng dùng định danh này để trích dẫn hoặc liên kết đến tài liệu này: http://thuvienso.vanlanguni.edu.vn/handle/Vanlang_TV/34837
Nhan đề: Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015
Tác giả: Fred Espen Benth
Giulia Di Nunno
Từ khoá: Control and Optimization
Energy Markets
Mathematical Finance
Stochastic Analysis
Năm xuất bản: 2016
Nhà xuất bản: Springer
Tóm tắt: 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.
Mô tả: viii, 360 p. : ill ; https://doi.org/10.1007/978-3-319-23425-0 CC BY-NC
Định danh: http://thuvienso.vanlanguni.edu.vn/handle/Vanlang_TV/34837
ISBN: 978-3-319-23425-0
Bộ sưu tập: Quản trị kinh doanh_TLNM_SACH

Các tập tin trong tài liệu này:
Tập tin Mô tả Kích thước Định dạng  
SA11287_1_StochasticsOfEnvironmentalAndF_Front matter.pdfFront matter327.07 kBAdobe PDFXem/Tải về
SA11287_2_StochasticsOfEnvironmentalAndF_Contents.pdfContents55.4 kBAdobe PDFXem/Tải về
SA11287_3_StochasticsOfEnvironmentalAndF_Chapter 1.pdfSome Recent Developments in Ambit Stochastics901.57 kBAdobe PDFXem/Tải về
SA11287_4_StochasticsOfEnvironmentalAndF_Chapter 2.pdfFunctional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Mo473.23 kBAdobe PDFXem/Tải về
SA11287_5_StochasticsOfEnvironmentalAndF_Chapter 3.pdfNonlinear Young Integrals via Fractional Calculus189.81 kBAdobe PDFXem/Tải về
SA11287_6_StochasticsOfEnvironmentalAndF_Chapter 4.pdfA Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes220.5 kBAdobe PDFXem/Tải về
SA11287_7_StochasticsOfEnvironmentalAndF_Chapter 5.pdfNon-elliptic SPDEs and Ambit Fields: Existence of Densities250.51 kBAdobe PDFXem/Tải về
SA11287_8_StochasticsOfEnvironmentalAndF_Chapter 6.pdfDynamic Risk Measures and Path-Dependent Second Order PDEs296.72 kBAdobe PDFXem/Tải về
SA11287_9_StochasticsOfEnvironmentalAndF_Chapter 7.pdfPricing CoCos with a Market Trigger364.12 kBAdobe PDFXem/Tải về
SA11287_10_StochasticsOfEnvironmentalAndF_Chapter 8.pdfQuantification of Model Risk in Quadratic Hedging in Finance307.53 kBAdobe PDFXem/Tải về
SA11287_11_StochasticsOfEnvironmentalAndF_Chapter 9.pdfRisk-Sensitive Mean-Field Type Control Under Partial Observation223.46 kBAdobe PDFXem/Tải về
SA11287_12_StochasticsOfEnvironmentalAndF_Chapter 10.pdfRisk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets193.3 kBAdobe PDFXem/Tải về
SA11287_13_StochasticsOfEnvironmentalAndF_Chapter 11.pdfExponential Ergodicity of the Jump-Diffusion CIR Process174.71 kBAdobe PDFXem/Tải về
SA11287_14_StochasticsOfEnvironmentalAndF_Chapter 12.pdfOptimal Control of Predictive Mean-Field Equations and Applications to Finance198.24 kBAdobe PDFXem/Tải về
SA11287_15_StochasticsOfEnvironmentalAndF_Chapter 13.pdfModelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary Processes546.55 kBAdobe PDFXem/Tải về
SA11287_16_StochasticsOfEnvironmentalAndF_Chapter 14.pdfPricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Mo760.59 kBAdobe PDFXem/Tải về


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