Fields Institute Communications

Commodities, Energy and Environmental Finance

Editors: Aïd, René, Ludkovski, Michael, Sircar, Ronnie (Eds.)

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  • Provides a mathematical introduction to aspects of energy markets including risk management, derivative valuation, systemic risk, resource management, oligopolistic competition and modeling of technological changes
  • Offers multi-disciplinary approaches to commodity and energy markets including applied mathematicians, probabilists, economists and industry practitioners
  • Gives new mathematical techniques for energy finance, such as the concept of ambit fields and super replication via BSDEs
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eBook $84.99
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  • ISBN 978-1-4939-2733-3
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Hardcover $119.99
price for USA in USD
  • ISBN 978-1-4939-2732-6
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  • Usually dispatched within 3 to 5 business days.
Softcover $109.99
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  • ISBN 978-1-4939-4987-8
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About this book

This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject.

The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics.

Table of contents (15 chapters)

Table of contents (15 chapters)

Buy this book

eBook $84.99
price for USA in USD (gross)
  • ISBN 978-1-4939-2733-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.99
price for USA in USD
  • ISBN 978-1-4939-2732-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.99
price for USA in USD
  • ISBN 978-1-4939-4987-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Commodities, Energy and Environmental Finance
Editors
  • René Aïd
  • Michael Ludkovski
  • Ronnie Sircar
Series Title
Fields Institute Communications
Series Volume
74
Copyright
2015
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4939-2733-3
DOI
10.1007/978-1-4939-2733-3
Hardcover ISBN
978-1-4939-2732-6
Softcover ISBN
978-1-4939-4987-8
Series ISSN
1069-5265
Edition Number
1
Number of Pages
XII, 430
Number of Illustrations
31 b/w illustrations, 90 illustrations in colour
Topics