コンテンツへ移動
Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets 資料のプレビュー
閉じる資料のプレビュー
確認中…

Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets

著者: Fred Espen Benth; Valery A Kholodnyĭ; Peter Laurence
出版: New York, New York : Springer, [2013?] ©2014
エディション/フォーマット:   電子書籍 : Document : Englishすべてのエディションとフォーマットを見る
データベース:WorldCat
概要:
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  続きを読む
評価:

(まだ評価がありません) 0 件のレビュー - 是非あなたから!

件名:
関連情報:

 

オンラインで入手

この資料へのリンク

オフラインで入手

&AllPage.SpinnerRetrieving; この資料の所蔵館を検索中…

詳細

ジャンル/形式: Electronic books
資料の種類: Document, インターネット資料
ドキュメントの種類: インターネットリソース, コンピューターファイル
すべての著者/寄与者: Fred Espen Benth; Valery A Kholodnyĭ; Peter Laurence
ISBN: 9781461472483 1461472482 1461472474 9781461472476
OCLC No.: 857766583
物理形態: 1 online resource (xviii, 308 pages) : illustrations (some color)
コンテンツ: Surveys --
A Review of Optimal Investment Rules in Electricity Generation / René Aïd --
A Survey of Commodity Markets and Structural Models for Electricity Prices / René Carmona, Michael Coulon --
Fourier-Based Valuation Methods in Mathematical Finance / Ernst Eberlein --
Mathematics of Swing Options: A Survey / Jukka Lempa --
Energy Spot Modelling --
Inference for Markov Regime-Switching Models of Electricity Spot Prices / Joanna Janczura, Rafał Weron --
Modelling Electricity Day-Ahead Prices by Multivariate Lévy Semistationary Processes / Almut E. D. Veraart, Luitgard A. M. Veraart --
Modelling Power Forward Prices for Positive and Negative Power Spot Prices with Upward and Downward Spikes in the Framework of the Non-Markovian Approach / Valery A. Kholodnyi --
Pricing of Derivatives --
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia / Álvaro Cartea, Pablo Villaplana --
A Dynamic Lévy Copula Model for the Spark Spread / Thilo Meyer-Brandis, Michael Morgan --
Constrained Density Estimation / Peter Laurence, Ricardo J. Pignol, Esteban G. Tabak --
Electricity Options and Additional Information / Fred E. Benth, Richard Biegler-König, Rüdiger Kiesel.
責任者: Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors.
その他の情報:

概要:

Quantitative Energy Finance  続きを読む

レビュー

ユーザーレビュー
GoodReadsのレビューを取得中…
DOGObooksのレビューを取得中…

タグ

まずはあなたから!
リクエストの確認

あなたは既にこの資料をリクエストしている可能性があります。このリクエストを続行してよろしければ、OK を選択してください。

リンクデータ


Primary Entity

<http://www.worldcat.org/oclc/857766583> # Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets
    a schema:CreativeWork, schema:Book, schema:MediaObject ;
    library:oclcnum "857766583" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/economics_management_science> ; # Economics/Management Science
    schema:about <http://id.worldcat.org/fast/910114> ; # Energy industries--Capital investments
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/affaires> ; # Affaires
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/energy_policy_economics_and_management> ; # Energy Policy, Economics and Management
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/science_economique> ; # Science économique
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/finance_investment_banking> ; # Finance/Investment/Banking
    schema:about <http://id.loc.gov/authorities/subjects/sh2010010614> ; # Energy industries--Capital investments
    schema:about <http://dewey.info/class/658.152/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/business_&_economics_industrial_management> ; # BUSINESS & ECONOMICS--Industrial Management
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/business_&_economics_management> ; # BUSINESS & ECONOMICS--Management
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/energy_industries_finance> ; # Energy industries--Finance
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/business_&_economics_organizational_behavior> ; # BUSINESS & ECONOMICS--Organizational Behavior
    schema:about <http://id.worldcat.org/fast/910130> ; # Energy industries--Finance
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/statistics_for_business_economics_mathematical_finance_insurance> ; # Statistics for Business/Economics/Mathematical Finance/Insurance
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/business_&_economics_management_science> ; # BUSINESS & ECONOMICS--Management Science
    schema:about <http://experiment.worldcat.org/entity/work/data/1785120503#Topic/quantitative_finance> ; # Quantitative Finance
    schema:bookFormat schema:EBook ;
    schema:copyrightYear "2014" ;
    schema:datePublished "2013" ;
    schema:description "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."@en ;
    schema:editor <http://viaf.org/viaf/162410953> ; # Peter Laurence
    schema:editor <http://viaf.org/viaf/28283713> ; # Valery A. Kholodnyĭ
    schema:editor <http://viaf.org/viaf/85301858> ; # Fred Espen Benth
    schema:exampleOfWork <http://worldcat.org/entity/work/id/1785120503> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:name "Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets"@en ;
    schema:productID "857766583" ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=635425> ;
    schema:url <http://dx.doi.org/10.1007/978-1-4614-7248-3> ;
    schema:workExample <http://worldcat.org/isbn/9781461472476> ;
    schema:workExample <http://worldcat.org/isbn/9781461472483> ;
    schema:workExample <http://dx.doi.org/10.1007/978-1-4614-7248-3> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/857766583> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/business_&_economics_industrial_management> # BUSINESS & ECONOMICS--Industrial Management
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Industrial Management"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/business_&_economics_management> # BUSINESS & ECONOMICS--Management
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Management"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/business_&_economics_management_science> # BUSINESS & ECONOMICS--Management Science
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Management Science"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/business_&_economics_organizational_behavior> # BUSINESS & ECONOMICS--Organizational Behavior
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Organizational Behavior"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/economics_management_science> # Economics/Management Science
    a schema:Intangible ;
    schema:name "Economics/Management Science"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/energy_policy_economics_and_management> # Energy Policy, Economics and Management
    a schema:Intangible ;
    schema:name "Energy Policy, Economics and Management"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/finance_investment_banking> # Finance/Investment/Banking
    a schema:Intangible ;
    schema:name "Finance/Investment/Banking"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/quantitative_finance> # Quantitative Finance
    a schema:Intangible ;
    schema:name "Quantitative Finance"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/science_economique> # Science économique
    a schema:Intangible ;
    schema:name "Science économique"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1785120503#Topic/statistics_for_business_economics_mathematical_finance_insurance> # Statistics for Business/Economics/Mathematical Finance/Insurance
    a schema:Intangible ;
    schema:name "Statistics for Business/Economics/Mathematical Finance/Insurance"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh2010010614> # Energy industries--Capital investments
    a schema:Intangible ;
    schema:name "Energy industries--Capital investments"@en ;
    .

<http://id.worldcat.org/fast/910114> # Energy industries--Capital investments
    a schema:Intangible ;
    schema:name "Energy industries--Capital investments"@en ;
    .

<http://id.worldcat.org/fast/910130> # Energy industries--Finance
    a schema:Intangible ;
    schema:name "Energy industries--Finance"@en ;
    .

<http://viaf.org/viaf/162410953> # Peter Laurence
    a schema:Person ;
    schema:familyName "Laurence" ;
    schema:givenName "Peter" ;
    schema:name "Peter Laurence" ;
    .

<http://viaf.org/viaf/28283713> # Valery A. Kholodnyĭ
    a schema:Person ;
    schema:birthDate "1964" ;
    schema:familyName "Kholodnyĭ" ;
    schema:givenName "Valery A." ;
    schema:name "Valery A. Kholodnyĭ" ;
    .

<http://viaf.org/viaf/85301858> # Fred Espen Benth
    a schema:Person ;
    schema:birthDate "1969" ;
    schema:familyName "Benth" ;
    schema:givenName "Fred Espen" ;
    schema:name "Fred Espen Benth" ;
    .

<http://worldcat.org/isbn/9781461472476>
    a schema:ProductModel ;
    schema:isbn "1461472474" ;
    schema:isbn "9781461472476" ;
    .

<http://worldcat.org/isbn/9781461472483>
    a schema:ProductModel ;
    schema:isbn "1461472482" ;
    schema:isbn "9781461472483" ;
    .

<http://www.worldcat.org/title/-/oclc/857766583>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/857766583> ; # Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets
    schema:dateModified "2015-03-05" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

ウインドウを閉じる

WorldCatにログインしてください 

アカウントをお持ちではないですか?簡単に 無料アカウントを作成することができます。.