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

저자: Fred Espen Benth; Valery A Kholodnyĭ; Peter Laurence
출판사: New York, New York : Springer, [2013?] ©2014
판/형식:   전자도서 : 문서 : 영어모든 판과 형식 보기
데이터베이스:WorldCat
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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  더 읽기…
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장르/형태: Electronic books
자료 유형: 문서, 인터넷 자료
문서 형식: 인터넷 자원, 컴퓨터 파일
모든 저자 / 참여자: Fred Espen Benth; Valery A Kholodnyĭ; Peter Laurence
ISBN: 9781461472483 1461472482
OCLC 번호: 857766583
설명: 1 online resource (xviii, 308 pages) : illustrations (some color)
내용: 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 Levy semistationary processes --
Modelling Power Forward Prices --
An analysis of the main determinants of electricity forward prices and forward risk premia --
A Dynamic Levy Copula Model for the Spark Spread --
Constrained density estimation --
Electricity Options and Additional Information.
책임: Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors.
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