Springer Proceedings in Mathematics & Statistics
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Stochastics of Environmental and Financial Economics

Centre of Advanced Study, Oslo, Norway, 2014-2015

Editors: Benth, Fred Espen, Di Nunno, Giulia (Eds.)

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  • Focuses on sophisticated stochastic processes and random fields of energy and weather
  • Includes peer-reviewed research and survey papers by some of the foremost international researchers
  • Develops new theory in stochastic analysis and probability theory to analyze and solve problems related to risk management and valuation in modern energy and finance
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  • ISBN 978-3-319-23425-0
  • This book is an open access book, you can download it for free on link.springer.com
Hardcover $59.99
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  • ISBN 978-3-319-23424-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $59.99
price for USA in USD
  • ISBN 978-3-319-37062-0
  • Free shipping for individuals worldwide
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About this book

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.

Table of contents (14 chapters)

Table of contents (14 chapters)
  • Some Recent Developments in Ambit Stochastics

    Barndorff-Nielsen, Ole E. (et al.)

    Pages 3-25

  • Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion

    Cosso, Andrea (et al.)

    Pages 27-80

  • Nonlinear Young Integrals via Fractional Calculus

    Hu, Yaozhong (et al.)

    Pages 81-99

  • A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes

    Podolskij, Mark (et al.)

    Pages 101-120

  • Non-elliptic SPDEs and Ambit Fields: Existence of Densities

    Sanz-Solé, Marta (et al.)

    Pages 121-144

Buy this book

eBook  
  • ISBN 978-3-319-23425-0
  • This book is an open access book, you can download it for free on link.springer.com
Hardcover $59.99
price for USA in USD
  • ISBN 978-3-319-23424-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $59.99
price for USA in USD
  • ISBN 978-3-319-37062-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastics of Environmental and Financial Economics
Book Subtitle
Centre of Advanced Study, Oslo, Norway, 2014-2015
Editors
  • Fred Espen Benth
  • Giulia Di Nunno
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
138
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
The Editor(s) (if applicable) and the Author(s)
eBook ISBN
978-3-319-23425-0
DOI
10.1007/978-3-319-23425-0
Hardcover ISBN
978-3-319-23424-3
Softcover ISBN
978-3-319-37062-0
Series ISSN
2194-1009
Edition Number
1
Number of Pages
VIII, 360
Topics