Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets / / Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors

• Pubblicazione: New York, : Springer, 2013
• Edizione: 1st ed. 2014.
• Descrizione fisica: 1 online resource (318 p.)
• Disciplina: 333.79015118
• Soggetto topico: Electric utilities - Rates - Mathematical models
• Altri autori: BenthFred Espen <1969-> KholodnyiValery A LaurencePeter
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: pt. I. Surveys -- pt. II. Energy spot modelling -- pt. III. Pricing of derivatives.
• Sommario/riassunto: 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.
• Titolo autorizzato: Quantitative energy finance
• ISBN: 1-4614-7248-2
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910298557803321
• Lo trovi qui: Univ. Federico II