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E-Books | Biblioteca da FCTUNL | Não Ficção | QA273.SPR FCT 96786 (Browse shelf) | 1 | Available |
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QA273.SPR FCT 96751 Correlated random systems | QA273.SPR FCT 96756 Lévy Matters IV | QA273.SPR FCT 96785 Stochastic geometry, spatial statistics and random fields | QA273.SPR FCT 96786 Commodities, energy and environmental finance | QA273.SPR FCT 96817 Stochastic models for structured populations | QA273.SPR FCT 96909 High dimensional probability VII | QA273.SPR FCT 96945 Stochastic processes and long range dependence |
Colocação: Online
This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics.
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