Commodities, energy and environmental finance / René Aïd, Michael Ludkovski, Ronnie Sircar editors |
Pubbl/distr/stampa | New York, : Fields Institute for Research in the Mathematical Sciences ; Springer, 2015 |
Descrizione fisica | XII, 430 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
Soggetto non controllato |
Commodity valuation
Electricity markets Environmental economics Financial mathematics Real options Trading in commodity markets |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113110 |
New York, : Fields Institute for Research in the Mathematical Sciences ; Springer, 2015 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Commodities, energy and environmental finance / René Aïd, Michael Ludkovski, Ronnie Sircar editors |
Pubbl/distr/stampa | New York, : Fields Institute for Research in the Mathematical Sciences ; Springer, 2015 |
Descrizione fisica | XII, 430 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
Soggetto non controllato |
Commodity valuation
Electricity markets Environmental economics Financial mathematics Real options Trading in commodity markets |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113110 |
New York, : Fields Institute for Research in the Mathematical Sciences ; Springer, 2015 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Commodities, energy and environmental finance / René Aïd, Michael Ludkovski, Ronnie Sircar editors |
Edizione | [New York : Fields Institute for Research in the Mathematical Sciences] |
Pubbl/distr/stampa | XII, 430 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113110 |
XII, 430 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter ; editors: Vicky Henderson, Ronnie Sircar |
Autore | Benth, Fred Espen |
Pubbl/distr/stampa | Cham : Springer, 2013 |
Descrizione fisica | IX, 316 p. ; 24 cm |
Disciplina | 519 |
Altri autori (Persone) |
Crisan, Dan
Guasoni, Paolo Manolarakis, Konstantinos Muhle-Karbe, Johannes Nee, Colm Protter, Philip |
Collana | Lecture notes in mathematics |
Soggetto non controllato |
Finanza matematica
Teoria delle votazioni Definizione di una politica macro-economica - Tassazione |
ISBN | 978-3-319-00412-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990009924410403321 |
Benth, Fred Espen
![]() |
||
Cham : Springer, 2013 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
Pubbl/distr/stampa | Cham, : Springer, 2013 |
Descrizione fisica | IX, 316 p. : ill. ; 24 cm |
Soggetto topico |
49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020]
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
Applied Mathematics
Mathematical Finance Quantitative Finance Stochastic Analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00096074 |
Cham, : Springer, 2013 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
Edizione | [Cham : Springer, 2013] |
Pubbl/distr/stampa | IX, 316 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0096074 |
IX, 316 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth ... [et al.] ; Vicky Henderson, Ronnie Sircar editors |
Edizione | [Cham : Springer, 2013] |
Pubbl/distr/stampa | IX, 316 p., : ill. ; 24 cm |
Soggetto topico |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 90C46 - Optimality conditions and duality in mathematical programming [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] |
Soggetto non controllato |
Applied Mathematics
Mathematical Finance Quantitative Finance Stochastic Analysis |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0096074 |
IX, 316 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|