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portada Stochastics of Environmental and Financial Economics
Type
Physical Book
Publisher
Author
Year
2015
Language
English
Pages
370
Format
Paperback
Dimensions
23.4x15.6 cm
ISBN13
9783319234267

Stochastics of Environmental and Financial Economics

Fred Espen Benth;Giulia Di Nunno (Author) · Springer Nature B.V. · Paperback

Stochastics of Environmental and Financial Economics - Fred Espen Benth;Giulia Di Nunno

New Book Imported to South Africa
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Synopsis "Stochastics of Environmental and Financial Economics"

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.

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