Quantitative Energy Finance (Record no. 50634)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03775nam a22005175i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4614-7248-3 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200420211740.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130828s2014 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781461472483 |
| -- | 978-1-4614-7248-3 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 332 |
| 245 10 - TITLE STATEMENT | |
| Title | Quantitative Energy Finance |
| Sub Title | Modeling, Pricing, and Hedging in Energy and Commodity Markets / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XVIII, 308 p. 85 illus., 67 illus. in color. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | 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 L�evy semistationary processes -- Modelling Power Forward Prices -- An analysis of the main determinants of electricity forward prices and forward risk premia -- A Dynamic L�evy Copula Model for the Spark Spread -- Constrained density estimation -- Electricity Options and Additional Information. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Benth, Fred Espen. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Kholodnyi, Valery A. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Laurence, Peter. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4614-7248-3 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | New York, NY : |
| -- | Springer New York : |
| -- | Imprint: Springer, |
| -- | 2014. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Energy policy. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Energy and state. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance, general. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Energy Policy, Economics and Management. |
| 912 ## - | |
| -- | ZDB-2-SBE |
No items available.