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010   $a1-4614-7248-2
024 7 $a10.1007/978-1-4614-7248-3
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035   $a(EBL)1398418
035   $a(OCoLC)858763651
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100   $a20130510d2013      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 00$aQuantitative energy finance $emodeling, pricing, and hedging in energy and commodity markets /$fFred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors
205   $a1st ed. 2014.
210   $aNew York $cSpringer$d2013
215   $a1 online resource (318 p.)
300   $aDescription based upon print version of record.
311   $a1-4614-7247-4 
320   $aIncludes bibliographical references.
327   $apt. I. Surveys -- pt. II. Energy spot modelling -- pt. III. Pricing of derivatives.
330   $aFinance 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.
606   $aElectric utilities$xRates$xMathematical models
615  0$aElectric utilities$xRates$xMathematical models.
676   $a333.79015118
701   $aBenth$b Fred Espen$f1969-$0151492
701   $aKholodnyi$b Valery A$01757372
701   $aLaurence$b Peter$0383188
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910298557803321
996   $aQuantitative energy finance$94195219
997   $aUNINA