Erschienen: 23.08.2016 Abbildung von Benth / Kholodnyi / Laurence | Quantitative Energy Finance | Softcover reprint of the original 1st ed. 2014 | 2016 | Modeling, Pricing, and Hedging...

Benth / Kholodnyi / Laurence

Quantitative Energy Finance

Modeling, Pricing, and Hedging in Energy and Commodity Markets

lieferbar ca. 10 Tage als Sonderdruck ohne Rückgaberecht

ca. 117,69 €

inkl. Mwst.

Softcover reprint of the original 1st ed. 2014 2016. Buch. xviii, 308 S. 18 s/w-Abbildungen, 67 Farbabbildungen, 10 s/w-Tabelle, Bibliographien. Softcover

Springer. ISBN 978-1-4939-5223-6

Format (B x L): 17,8 x 25,4 cm

Gewicht: 625 g

In englischer Sprache


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.


Die 8. Auflage ist wieder auf sechs Bände angelegt. Darin finden sich übersichtlich und in systematischer Gliederung Vertragsmuster aus der Feder erfahrener Experten. Jedem dieser Muster folgen Anmerkungen, mit denen der dem Vertragsentwurf zu Grunde liegende Sachverhalt und die Gründe für die Wahl des spezifischen Formulars erläutert werden.


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