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Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
| Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
| Autore | Cousin Areski |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 |
| Descrizione fisica | 1 online resource (X, 366 p. 45 illus.) |
| Disciplina | 332.0151 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Economics, Mathematical
Probabilities Game theory Quantitative Finance Probability Theory and Stochastic Processes Game Theory, Economics, Social and Behav. Sciences |
| ISBN | 3-642-14660-0 |
| Classificazione | 91B2891B7060G4949J5560H0790C46 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Hedging CDO Tranches in a Markovian Environment -- About the Pricing Equations in Finance -- Mean Field Games and Applications -- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices -- Pricing and Hedging in Exponential Lévy Models: Review of Recent Results. |
| Record Nr. | UNISA-996466525003316 |
Cousin Areski
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Renewable Energy: Forecasting and Risk Management : Paris, France, June 7-9, 2017 / / edited by Philippe Drobinski, Mathilde Mougeot, Dominique Picard, Riwal Plougonven, Peter Tankov
| Renewable Energy: Forecasting and Risk Management : Paris, France, June 7-9, 2017 / / edited by Philippe Drobinski, Mathilde Mougeot, Dominique Picard, Riwal Plougonven, Peter Tankov |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (252 pages) |
| Disciplina | 621.042 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Mathematics
Statistics Renewable energy resources Probabilities Mathematics of Planet Earth Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Renewable and Green Energy Probability Theory and Stochastic Processes |
| ISBN | 3-319-99052-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Renewable energy: modeling and forecasting -- Alain Bensoussan and Alexandre Brouste -Marginal Weibull diffusion model for wind speed modeling and short-term forecasting -- Bastien Alonzo, Riwal Plougonven, Mathilde Mougeot, Aurélie Fischer, Aurore Dupré, and Philippe Drobinski-From Numerical Weather Prediction outputs to accurate localsurface wind speed : statistical modeling and forecasts. - Mireille Bossy, Aurore Dupr´e, Philippe Drobinski, Laurent Violeau, and Christian Briard-Stochastic Lagrangian approach for wind farm simulation -- Jordi Badosa, Emmanuel Gobet, Maxime Grangereau and Daeyoung Kim-Day-ahead probabilistic forecast of solar irradiance: a Stochastic Differential Equation approach -- Mathilde Mougeot, Dominique Picard, Vincent Lefieux, Miranda Marchand-Homogeneous climate regions using learning algorithms -- Andrs Castrillejo, Jairo Cugliari, Fernando Massa, and Ignacio Ramirez- Electricity Demand Forecasting: the Uruguayan Case Eugene A. Feinberg and Jun Fei -A Flexible Mixed Additive-Multiplicative Model for Load Forecasting in a Smart Grid Setting -- Jérôme Collet and Michael Richard- A Generic Method for Density Forecasts Recalibration -- Part II Renewable energy: risk management -- Vera Silva, Miguel López-Botet Zulueta, Ye Wang, Paul Fourment,Timothee Hinchliffe, Alain Burtin, and Caroline Gatti-Bono-Technical and economic analysis of the European electricity system with 60% renewable energy sources -- Deschatre and Almut E. D. Veraart-A joint model for electricity spot prices and wind penetration with dependence in the Thomas -- James Cruise and Stan Zachary-The optimal control of storage for arbitrage and buffering, with energy applications -- Jérôme Collet, Olivier Féron, and Peter Tankov-Optimal management of a wind power plant with storage capacity.-References. |
| Record Nr. | UNINA-9910303445503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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