Coverart for item
The Resource Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015, edited by Fred Espen Benth, Giulia Di Nunno

Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015, edited by Fred Espen Benth, Giulia Di Nunno

Label
Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
Title
Stochastics of environmental and financial economics
Title remainder
Centre of Advanced Study, Oslo, Norway, 2014-2015
Statement of responsibility
edited by Fred Espen Benth, Giulia Di Nunno
Contributor
Editor
Subject
Language
eng
Summary
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
Member of
Cataloging source
NUI
Dewey number
519
Illustrations
illustrations
Image bit depth
0
Index
no index present
LC call number
HB135
LC item number
.S753 2016
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1969-
http://library.link/vocab/relatedWorkOrContributorName
  • Benth, Fred Espen
  • Di Nunno, Giulia
Series statement
Springer Proceedings in Mathematics & Statistics,
Series volume
138
http://library.link/vocab/subjectName
  • Economics
  • Finance
  • Stochastic analysis
  • Calculus of variations
  • Differential equations, Partial
  • Environmental economics
  • Game theory
  • Mathematics
  • Probabilities
  • System theory
  • Operations Research
  • Civil & Environmental Engineering
  • Engineering & Applied Sciences
Label
Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015, edited by Fred Espen Benth, Giulia Di Nunno
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Some recent developments in ambit stochastics -- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model
Control code
932168813
Dimensions
unknown
Extent
1 online resource (viii, 360 pages)
File format
multiple file formats
Form of item
online
Isbn
9783319234250
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-23425-0
Other physical details
illustrations (some color)
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)932168813
Label
Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015, edited by Fred Espen Benth, Giulia Di Nunno
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Some recent developments in ambit stochastics -- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model
Control code
932168813
Dimensions
unknown
Extent
1 online resource (viii, 360 pages)
File format
multiple file formats
Form of item
online
Isbn
9783319234250
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-23425-0
Other physical details
illustrations (some color)
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)932168813

Library Locations

  • Health Sciences LibraryBorrow it
    2411 Holmes St, Kansas City, Kansas City, MO, 64108, US
    39.083418 -94.575323
  • LaBudde Special CollectionsBorrow it
    800 E 51st St, Kansas City, MO, 64110, US
    39.034642 -94.576835
  • Leon E. Bloch Law LibraryBorrow it
    500 E. 52nd Street, Kansas City, MO, 64110, US
    39.032488 -94.581967
  • Marr Sound ArchivesBorrow it
    800 E 51st St, Kansas City, MO, 64110, US
    39.034642 -94.576835
  • Miller Nichols LibraryBorrow it
    800 E 51st St, Kansas City, MO, 64110, US
    39.035061 -94.576518
  • UMKCBorrow it
    800 E 51st St, Kansas City, MO, 64110, US
    39.035061 -94.576518
  • UMKCBorrow it
    800 E 51st St, Kansas City, MO, 64110, US
Processing Feedback ...