Wyniki wyszukiwania:
wyszukanych pozycji: 15
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Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets
ISBN: 9781461472476 / Angielski / Twarda / 2013 / 308 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book also confronts the challenges 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.
This book also confronts the challenges in energy markets from a quantitative point of view, as well as the recent advances in solving these problems ...
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cena:
781,79 zł |
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Modeling and Pricing in Financial Markets for Weather Derivatives
ISBN: 9789814401845 / Angielski / Twarda / 2012 / 256 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Provides a tool for weather risk management and the markets for these exotic financial products are gradually emerging in size and importance. This title presents an analysis of such weather derivatives, including financial contracts on temperature, wind and rain.
Provides a tool for weather risk management and the markets for these exotic financial products are gradually emerging in size and importance. This ti...
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cena:
425,81 zł |
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Stochastic Analysis and Applications: The Abel Symposium 2005
ISBN: 9783540708469 / Angielski / Twarda / 2007 / 692 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest developments within the exciting and fast growing field of stochastic analysis. This volume combines both papers from the invited speakers and contributions by the presenting lecturers. In addition, it includes the Memoirs that Kiyoshi Ito wrote for this occasion. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from a... |
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586,33 zł |
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Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets
ISBN: 9781493952236 / Angielski / Miękka / 2016 / 308 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book also confronts the challenges 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.
This book also confronts the challenges in energy markets from a quantitative point of view, as well as the recent advances in solving these problems ...
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cena:
781,79 zł |
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Stochastic Analysis and Applications: The Abel Symposium 2005
ISBN: 9783642089824 / Angielski / Miękka / 2010 / 678 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing... Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematica... |
cena:
586,33 zł |
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Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar
ISBN: 9783319004129 / Angielski / Miękka / 2013 / 316 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The current volume presents four chapters touching on some of the most important and modern areas of research in mathematical Finance. Topics include asset price bubbles, energy markets, investment under transaction costs, and numerical methods for solving stochastic equations.
The current volume presents four chapters touching on some of the most important and modern areas of research in mathematical Finance. Topics include ...
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cena:
195,42 zł |
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Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance
ISBN: 9783540405023 / Angielski / Miękka / 2003 / 162 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Since 1972 and the appearance of the famous Black & Scholes option pric- ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex- posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and...
Since 1972 and the appearance of the famous Black & Scholes option pric- ing formula, derivatives have become an integrated part of everyday life in t...
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cena:
234,51 zł |
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Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015
ISBN: 9783319234243 / Angielski / Twarda / 2015 / 360 str. Termin realizacji zamówienia: ok. 20 dni roboczych. These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The... These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of ... |
cena:
195,42 zł |
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Stochastic Modeling of Electricity and Related Markets
ISBN: 9789812812308 / Angielski / Twarda / 2008 / 352 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward...
The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity a...
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cena:
646,59 zł |
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets
ISBN: 9783031403668 / Angielski / Twarda / 2023 Termin realizacji zamówienia: ok. 20 dni roboczych. This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the well-known Heath–Jarrow–Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity across time and along the term structure curve. Various models are introduced based on stochastic partial differential...
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to mod...
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cena:
508,15 zł |
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets
ISBN: 9783031403699 / Angielski / Miękka / 2024 Termin realizacji zamówienia: ok. 20 dni roboczych. This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the well-known Heath–Jarrow–Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity across time and along the term structure curve. Various models are introduced based on stochastic partial differential...
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to mod...
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cena:
508,15 zł |
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Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015
ISBN: 9783319370620 / Angielski / Miękka / 2016 / 360 str. Termin realizacji zamówienia: ok. 20 dni roboczych. These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were...
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of fin...
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cena:
195,42 zł |
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Quantitative Energy Finance: Recent Trends and Developments
ISBN: 9783031505966 / Angielski Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
469,06 zł |
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Ambit Stochastics
ISBN: 9783319941288 / Angielski / Twarda / 2018 / 402 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
508,15 zł |
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Ambit Stochastics
ISBN: 9783030068028 / Angielski / Miękka / 2018 / 402 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
508,15 zł |
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