Quantitative Energy Finance

Modeling, Pricing, and Hedging in Energy and Commodity Markets

Nonfiction, Science & Nature, Mathematics, Applied, Business & Finance, Finance & Investing, Finance
Cover of the book Quantitative Energy Finance by , Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9781461472483
Publisher: Springer New York Publication: August 28, 2013
Imprint: Springer Language: English
Author:
ISBN: 9781461472483
Publisher: Springer New York
Publication: August 28, 2013
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer New York

Cover of the book Form, Structure and Mechanism by
Cover of the book Bariatric Endoscopy by
Cover of the book Scientific Ballooning by
Cover of the book Ordinary Differential Equations by
Cover of the book Viruses and Human Cancer by
Cover of the book Biobehavioral Approaches to Pain by
Cover of the book Nano-Electronic Devices by
Cover of the book Handbook on Crime and Deviance by
Cover of the book Valuing Intellectual Capital by
Cover of the book Pediatric Interventional Radiology by
Cover of the book New Perspectives on Industrial Organization by
Cover of the book Sepsis by
Cover of the book Starlight by
Cover of the book Computational Modeling of Biological Systems by
Cover of the book Fundamentals of the Mechanics of Solids by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy