| Autore: |
Benth, Fred Espen
|
| Titolo: |
Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective / Fred Espen Benth, Paul Krühner
|
| Pubblicazione: |
Cham, : Springer, 2023 |
| Descrizione fisica: |
ix, 250 p. : ill. ; 24 cm |
| Soggetto topico: |
60G60 - Random fields [MSC 2020] |
| |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
| |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
| |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| |
91B26 - Auctions, bargaining, bidding and selling, and other market models [MSC 2020] |
| |
91B74 - Economic models of real-world systems (e.g., electricity markets, etc.) [MSC 2020] |
| |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| |
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
| Soggetto non controllato: |
Commodity markets |
| |
Energy markets |
| |
Forward pricing |
| |
Functional Analysis |
| |
Futures pricing |
| |
HJM-approach |
| |
Infinite dimensional stochastic analysis |
| |
Kriging |
| |
Lévy process |
| |
Mathematical Finance |
| |
Option pricing |
| |
Risk management |
| |
Spatial Statistics |
| |
Spot price |
| |
Stochastic processes |
| Altri autori: |
Krühner, Paul
|
| Titolo autorizzato: |
Stochastic Models for Prices Dynamics in Energy and Commodity Markets |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | VAN00279055 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
https://doi.org/10.1007/978-3-031-40367-5 |
| Opac: |
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