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Paris-Princeton Lectures on Mathematical Finance 2013 [[electronic resource] ] : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
| Paris-Princeton Lectures on Mathematical Finance 2013 [[electronic resource] ] : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Economic sociology Quantitative Finance Organizational Studies, Economic Sociology |
| ISBN | 3-319-00413-1 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface: Vicky Henderson & Ronnie Sircar -- Philip Protter: A Mathematical Theory of Financial Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor Modelling -- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide -- Dan Crisan: Cubature Methods and Applications. |
| Record Nr. | UNISA-996466662503316 |
Benth Fred Espen
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
| Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Economic sociology Quantitative Finance Organizational Studies, Economic Sociology |
| ISBN | 3-319-00413-1 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface: Vicky Henderson & Ronnie Sircar -- Philip Protter: A Mathematical Theory of Financial Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor Modelling -- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide -- Dan Crisan: Cubature Methods and Applications. |
| Record Nr. | UNINA-9910733733903321 |
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Benth Fred Espen
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Energy Finance [[electronic resource] ] : Recent Trends and Developments / / edited by Fred Espen Benth, Almut E. D. Veraart
| Quantitative Energy Finance [[electronic resource] ] : Recent Trends and Developments / / edited by Fred Espen Benth, Almut E. D. Veraart |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (270 pages) |
| Disciplina | 519 |
| Altri autori (Persone) | VeraartAlmut E. D |
| Soggetto topico |
Social sciences - Mathematics
Power resources Statistics Mathematics in Business, Economics and Finance Natural Resource and Energy Economics Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN | 3-031-50597-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910842493803321 |
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Benth Fred Espen
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective / / by Fred Espen Benth, Paul Krühner
| Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective / / by Fred Espen Benth, Paul Krühner |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (250 pages) |
| Disciplina | 519.23 |
| Altri autori (Persone) | KrühnerPaul |
| Collana | Springer Finance |
| Soggetto topico |
Stochastic processes
Statistics Financial risk management Functional analysis Renewable energy sources Stochastic Processes Statistics in Business, Management, Economics, Finance, Insurance Risk Management Functional Analysis Renewable Energy Gestió del risc Anàlisi funcional Processos estocàstics Energies renovables |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-40367-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- Part I: Mathematical Tools -- 2 Lévy processes on Hilbert spaces -- 3 The Filipović space and operators -- 4 Stochastic integration and partial differential equations -- Part II: Modelling the Forward Price Dynamics and Derivatives Pricing -- 5 Spot models and forward pricing -- 6 Heath–Jarrow–Morton type models -- 7 Pricing of commodity and energy options -- Appendix A: Collection of some fundamental properties of the Filipović space. |
| Record Nr. | UNINA-9910765496003321 |
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Benth Fred Espen
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastics of Environmental and Financial Economics [[electronic resource] ] : Centre of Advanced Study, Oslo, Norway, 2014-2015 / / edited by Fred Espen Benth, Giulia Di Nunno
| Stochastics of Environmental and Financial Economics [[electronic resource] ] : Centre of Advanced Study, Oslo, Norway, 2014-2015 / / edited by Fred Espen Benth, Giulia Di Nunno |
| Autore | Benth Fred Espen |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham, : Springer Nature, 2015 |
| Descrizione fisica | 1 online resource (VIII, 360 p.) |
| Disciplina | 519 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
System theory
Probabilities Environmental economics Game theory Partial differential equations Calculus of variations Systems Theory, Control Probability Theory and Stochastic Processes Environmental Economics Game Theory, Economics, Social and Behav. Sciences Partial Differential Equations Calculus of Variations and Optimal Control; Optimization |
| Soggetto non controllato |
Systems Theory
Control |
| ISBN | 3-319-23425-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910160769703321 |
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Benth Fred Espen
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| Cham, : Springer Nature, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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