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000695320 020__ $$a9781461472483 $$qelectronic book
000695320 020__ $$a1461472482 $$qelectronic book
000695320 020__ $$z9781461472476
000695320 0247_ $$a10.1007/978-1-4614-7248-3$$2doi
000695320 035__ $$aSP(OCoLC)ocn857766583
000695320 035__ $$aSP(OCoLC)857766583
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000695320 050_4 $$aHD9502.A2
000695320 08204 $$a658.152$$223
000695320 24500 $$aQuantitative energy finance$$h[electronic resource] :$$bmodeling, pricing, and hedging in energy and commodity markets /$$cFred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors.
000695320 264_1 $$aNew York, New York :$$bSpringer,$$c[2013?]
000695320 264_4 $$c©2014
000695320 300__ $$a1 online resource (xviii, 308 pages) :$$billustrations (some color)
000695320 336__ $$atext$$btxt$$2rdacontent
000695320 337__ $$acomputer$$bc$$2rdamedia
000695320 338__ $$aonline resource$$bcr$$2rdacarrier
000695320 504__ $$aIncludes bibliographical references.
000695320 5050_ $$aA review of optimal investment rules in electricity generation -- A Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of electricity spot prices -- Modelling electricity day ahead prices by multivariate Levy semistationary processes -- Modelling Power Forward Prices -- An analysis of the main determinants of electricity forward prices and forward risk premia -- A Dynamic Levy Copula Model for the Spark Spread -- Constrained density estimation -- Electricity Options and Additional Information.
000695320 506__ $$aAccess limited to authorized users.
000695320 520__ $$aFinance and energy markets have been an active scientific field for some time, even though the development and applications of sophisticated quantitative methods in these areas are relatively new-- and referred to in a broader context as energy finance. Energy finance is often viewed as a branch of mathematical finance, yet this area continues to provide a rich source of issues that are fuelling new and exciting research developments. Based on a special thematic year at the Wolfgang Pauli Institute (WPI) in Vienna, Austria, this edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance. Topics discussed include modeling and analysis of energy and commodity markets, derivatives hedging and pricing, and optimal investment strategies and modeling of emerging markets, such as power and emissions. The book also confronts the challenges one faces in energy markets from a quantitative point of view, as well as the recent advances in solving these problems using advanced mathematical, statistical and numerical methods. By addressing the emerging area of quantitative energy finance, this volume will serve as a valuable resource for graduate-level students and researchers studying financial mathematics, risk management, or energy finance.
000695320 588__ $$aDescription based on online resource; title from PDF title page (SpringerLink, viewed September 3, 2013).
000695320 650_0 $$aEnergy industries$$xFinance.
000695320 650_0 $$aEnergy industries$$xCapital investments.
000695320 7001_ $$aBenth, Fred Espen,$$d1969-,$$eeditor of compilation.
000695320 7001_ $$aKholodnyĭ, Valery A.,$$d1964-,$$eeditor of compilation.
000695320 7001_ $$aLaurence, Peter,$$eeditor of compilation.
000695320 85280 $$bebk$$hSpringerLink
000695320 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-1-4614-7248-3$$zOnline Access
000695320 909CO $$ooai:library.usi.edu:695320$$pGLOBAL_SET
000695320 980__ $$aEBOOK
000695320 980__ $$aBIB
000695320 982__ $$aEbook
000695320 983__ $$aOnline
000695320 994__ $$a92$$bISE