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Stochastics of Environmental and Financial Economics

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Stochastics of Environmental and Financial Economics Description

Some recent developments in ambit stochastics.- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion.- Nonlinear Young integrals via fractional calculus.- A weak limit theorem for numerical approximation of Brownian semi-stationary processes.- Non-elliptic SPDEs and ambit fields: existence of densities.- Dynamic risk measures and path-dependent second order PDEs.- Pricing CoCos with a market trigger.- Quantification of model risk in quadratic hedging in finance.- Risk-sensitive mean-field type control under partial observation.- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets.- Exponential ergodicity of the jump-diffusion CIR process.- Optimal control of predictive mean-field equations and applications to finance.- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes.- Pricing options on EU ETS certificates with a time-varying market price of risk model.

Details

OPC P6MVGYB
Codes 3319234242 (ISBN-10)
9783319234243 (ISBN)
Rank #55 Encyclopedias & Reference Work Books
Links Books

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Product & Price History

Inside the Encyclopedias & Reference Work Books online department of most desired items, Stochastics of environmental and financial economics is now placed at sales rank 55.

Benefiting from 1 bookshop listing Stochastics of environmental and financial economics, our keen book fanatics can check out this listing from the bookstore of their choosing. OnBuy's main trader has featured a total of 2175381 books on this marketplace, and has maintained a steady seller feedback rank of 5.0 stars. Explore the Encyclopedias & Reference Work Books bookshelf to pinpoint this Stochastics of environmental and financial economics item. Under OnBuy’s Encyclopedias & Reference Work Books online category, 2175381 various literature listings are being advertised by this bookshop.

£37.44 is the present price for this product. Buy it today! The price of this book was cut from £37.44 to £37.44, and it was edited on 2021-10-19.

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Price history - lowest £37.44 (19/10/2021)

Product price history A line chart showing the price history for Stochastics of Environmental and Financial Economics. £37.44 - 24/09/2021 £39.81 - 26/09/2021 £37.44 - 19/10/2021 24/09/2021 29/09/2021 04/10/2021 09/10/2021 14/10/2021 £40.45 £39.70 £38.95 £38.20 £37.45 £36.70 £35.95 £35.20 £34.45 £33.70

Product Reviews of Stochastics of Environmental and Financial Economics

Overall, our readers gave this book a 4 star reveiw on average.

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Highest Rated Review
4/5
A. Williams
Posted 23/03/2021
Sold By: PBShop
Lovely Condition
Good Quality Item however accidentally bought so intending to return. Good condition and speedily delivered to me. Will be using again
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 4/5
A. Williams
Posted 23/03/2021
Sold By PBShop

Lovely Condition

Good Quality Item however accidentally bought so intending to return. Good condition and speedily delivered to me. Will be using again
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