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1 - 12 de 12 resultados para “fred espen benth”
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  • Stochastic Models for Prices Dynamics in Energy and Commodity Markets

    An Infinite-Dimensional Perspective

    de Fred Espen Benth, Paul Krühner ...
    Series series Mathematics and Statistics (R0)
    This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets.In this book, the well-known Heath–Jarrow–Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing ... Leer más

    $125.99 USD

  • Quantitative Energy Finance

    Modeling, Pricing, and Hedging in Energy and Commodity Markets

    Edición de Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence ...
    Series series Economics and Finance (R0)
    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 ... Leer más

    $188.09 USD

  • Quantitative Energy Finance

    Recent Trends and Developments

    Edición de Fred Espen Benth, Almut E. D. Veraart ...
    Series series Mathematics and Statistics (R0)
    Power markets are undergoing a major transformation from gas and oil-fueled generation toward renewable electricity production from wind and solar sources. Simultaneously, there is an increasing demand for electrification, coupled with long-term climate-induced weather changes. The uncertainties confronting energy market participants require sophisticated modelling techniques to effectively ... Leer más

    $143.99 USD

  • Paris-Princeton Lectures on Mathematical Finance 2013

    Editors: Vicky Henderson, Ronnie Sircar

    de Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter, Vicky Henderson, Ronnie Sircar ...
    Series series Mathematics and Statistics (R0)
    The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The ... Leer más

    $49.49 USD

  • Modeling And Pricing In Financial Markets For Weather Derivatives

    de Fred Espen Benth, Jurate Saltyte-benth ...
    Series Libro 17 - Advanced Series On Statistical Science And Applied Probability
    Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts on temperature, wind and rain. Based on a deep statistical analysis of weather factors, ... Leer más

    $35.99 USD

  • Ambit Stochastics

    de Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart ...
    Series series Mathematics and Statistics (R0)
    Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ... Leer más

    $116.09 USD

  • Stochastics of Environmental and Financial Economics

    Centre of Advanced Study, Oslo, Norway, 2014-2015

    Edición de Fred Espen Benth, Giulia Di Nunno ...
    Series series Springer Nature Proceedings excluding Computer Science
    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 ... Leer más

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  • Essential Mathematics for Market Risk Management

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  • Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach

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    This comprehensive book presents a systematic and practically oriented approach to mathematical modeling in finance, particularly in the foreign exchange context. It describes all the relevant aspects of financial engineering, including derivative pricing, in detail. The book is self-contained, with the necessary mathematical, economic, and trading background carefully explained. In addition to ... Leer más

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  • A First Course in Quantitative Finance

    de Thomas Mazzoni ...
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  • Deterministic And Stochastic Topics In Computational Finance

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    What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial markets, starting from ... Leer más

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