Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Benth, Fred Espen (Επιμελητής έκδοσης), Di Nunno, Giulia (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Έκδοση: 1st ed. 2016.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 138
• Θέματα: Mathematics.; Partial differential equations.; 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.
• Φυσική περιγραφή: VIII, 360 p. online resource.
• ISBN: 9783319234250
• ISSN: 2194-1009 ;
• Πρόσβαση: Open Access

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.