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.
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Produktdetaljer
ISBN
9781461472483
Publisert
2018
Utgiver
Vendor
Springer
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter