03112nam 2200553 a 450 991029855780332120200520144314.01-4614-7248-210.1007/978-1-4614-7248-3(CKB)2670000000421469(EBL)1398418(OCoLC)858763651(SSID)ssj0000986654(PQKBManifestationID)11942281(PQKBTitleCode)TC0000986654(PQKBWorkID)10938710(PQKB)10423408(MiAaPQ)EBC1398418(DE-He213)978-1-4614-7248-3(PPN)17241895X(EXLCZ)99267000000042146920130510d2013 uy 0engur|n|---|||||txtccrQuantitative energy finance modeling, pricing, and hedging in energy and commodity markets /Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors1st ed. 2014.New York Springer20131 online resource (318 p.)Description based upon print version of record.1-4614-7247-4 Includes bibliographical references.pt. I. Surveys -- pt. II. Energy spot modelling -- pt. III. Pricing of derivatives.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.Electric utilitiesRatesMathematical modelsElectric utilitiesRatesMathematical models.333.79015118Benth Fred Espen1969-151492Kholodnyi Valery A1757372Laurence Peter383188MiAaPQMiAaPQMiAaPQBOOK9910298557803321Quantitative energy finance4195219UNINA