Book Details


Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015

Publication year: 2016

ISBN: 978-3-319-23425-0

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These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance.

Subject: Mathematics and Statistics, 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, Control and Optimization, Energy Markets Mathematical FinanceStochastic AnalysisWeatherpartial differential equations