Commodities, energy and environmental finance
René Aid, Michael Ludkovski, Ronnie Sircar (Editors)
"This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics."
Year of publication: |
[2015]
|
---|---|
Other Persons: | Aïd, René (ed.) ; Ludkovski, Michael (ed.) ; Sircar, Kaushik Ronnie (ed.) |
Institutions: | Fields Institute for Research in Mathematical Sciences (contributor) |
Publisher: |
[Canada] : The Fields Institute for Research in the Mathematical Sciences New York : Springer |
Subject: | Finanzmathematik | Mathematical finance | Wahrscheinlichkeitsrechnung | Probability theory | Energiemarkt | Energy market | Realoptionsansatz | Real options analysis | Dynamisches Spiel | Dynamic game | Rohstoffmarkt | Commodity market | Indexderivat | Index derivative | Umweltschutzmarkt | Realoption | Mathematisches Modell | Spieltheorie |
Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
Saved in:
Online Resource
Extent: | xii, 430 Seiten Illustrationen |
---|---|
Series: | Fields Institute communications. - Providence, RI : American Mathematical Society, ISSN 1069-5265, ZDB-ID 1179261-9. - Vol. 74 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors |
Language: | English |
Notes: | Literaturangaben Enthält 15 Beiträge |
ISBN: | 978-1-4939-2732-6 ; 1-4939-2732-9 ; 978-1-4939-2733-3 |
Other identifiers: | 10.1007/978-1-4939-2733-3 [DOI] |
Classification: | Investition, Finanzierung |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013409624
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