Stochastics of Environmental and Financial Economics

Stochastics of Environmental and Financial Economics

Business and Management

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.

Fred Espen Benth --- Giulia Di Nunno

https://link.springer.com/content/pdf/10.1007%2F978-3-319-23425-0.pdf

Springer

2015

Baihaqi

Creative Commons

PDF

English

Textbooks