Quantitative energy finance [electronic resource] : modeling, pricing, and hedging in energy and commodity markets
| 000 | 00000nam u2200205 a 4500 | |
| 001 | 000046042279 | |
| 005 | 20200828172014 | |
| 006 | m d | |
| 007 | cr | |
| 008 | 200814s2014 nyua ob 000 0 eng d | |
| 020 | ▼a 9781461472483 | |
| 040 | ▼a 211009 ▼c 211009 ▼d 211009 | |
| 050 | 4 | ▼a HG1-HG9999 |
| 082 | 0 4 | ▼a 658.152 ▼2 23 |
| 084 | ▼a 658.152 ▼2 DDCK | |
| 090 | ▼a 658.152 | |
| 245 | 0 0 | ▼a Quantitative energy finance ▼h [electronic resource] : ▼b modeling, pricing, and hedging in energy and commodity markets / ▼c Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors. |
| 260 | ▼a New York, NY : ▼b Springer New York : ▼b Imprint: Springer, ▼c 2014. | |
| 300 | ▼a 1 online resource (xviii, 308 p.) : ▼b ill. (some col.). | |
| 500 | ▼a Title from e-Book title page. | |
| 504 | ▼a Includes bibliographical references. | |
| 505 | 0 | ▼a A review of optimal investment rules in electricity generation -- A Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of electricity spot prices -- Modelling electricity day–ahead prices by multivariate Lévy semistationary processes -- Modelling Power Forward Prices -- An analysis of the main determinants of electricity forward prices and forward risk premia -- A Dynamic Lévy Copula Model for the Spark Spread -- Constrained density estimation -- Electricity Options and Additional Information. |
| 520 | ▼a 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 and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance. | |
| 530 | ▼a Issued also as a book. | |
| 538 | ▼a Mode of access: World Wide Web. | |
| 650 | 0 | ▼a Energy industries ▼x Finance. |
| 650 | 0 | ▼a Energy industries ▼x Capital investments. |
| 700 | 1 | ▼a Benth, Fred Espen, ▼d 1969-. |
| 700 | 1 | ▼a Kholodnyi, Valery A. |
| 700 | 1 | ▼a Laurence, Peter. |
| 856 | 4 0 | ▼u https://oca.korea.ac.kr/link.n2s?url=http://dx.doi.org/10.1007/978-1-4614-7248-3 |
| 945 | ▼a KLPA | |
| 991 | ▼a E-Book(소장) |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/e-Book 컬렉션/ | 청구기호 CR 658.152 | 등록번호 E14030996 | 도서상태 대출불가(열람가능) | 반납예정일 | 예약 | 서비스 |