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Business & Management - Finance & Banking | Quantitative Energy Finance - Modeling, Pricing, and Hedging in Energy and Commodity Markets

Quantitative Energy Finance

Modeling, Pricing, and Hedging in Energy and Commodity Markets

Benth, Fred Espen, Kholodnyi, Valery A., Laurence, Peter (Eds.)

2014, XVIII, 308 p. 85 illus., 67 illus. in color.

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  • First comprehensive collection of current research in the new emerging field of quantitative energy finance
  • Offers a sophisticated theoretical approach to problems of interest in energy risk management
  • Blends mathematical techniques with new developments in energy finance

Finance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new—and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance.

Content Level » Research

Keywords » Energy Finance - Energy Markets - Financial Engineering - Financial Mathematics - Quantitative Finance - Risk Management

Related subjects » Business, Economics & Finance - Finance & Banking - Policy, Economics, Management & Transport - Quantitative Finance

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