Fred Espen Benth – författare
Visar alla böcker från författaren Fred Espen Benth. Handla med fri frakt och snabb leverans.
23 produkter
Quantitative Energy Finance
Modeling, Pricing, and Hedging in Energy and Commodity Markets
Av Fred Espen Benth, Valery A. Kholodnyi m. fl.
Inbunden, 2013
2244 kr
Lägg i varukorg
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 …
Quantitative Energy Finance
Modeling, Pricing, and Hedging in Energy and Commodity Markets
Av Peter Laurence, Valery A. Kholodnyi m. fl.
E-bok, 2013
2925 kr
Lägg i varukorg
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 …
Quantitative Energy Finance
Modeling, Pricing, and Hedging in Energy and Commodity Markets
Av Fred Espen Benth, Valery A. Kholodnyi m. fl.
Häftad, 2016
1807 kr
Lägg i varukorg
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 …
Ambit Stochastics
Av Ole E. Barndorff-Nielsen, Fred Espen Benth m. fl.
Häftad, 2018
1419 kr
Lägg i varukorg
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to …
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
An Infinite-Dimensional Perspective
Av Fred Espen Benth, Paul Krühner
Inbunden, 2023
1419 kr
Lägg i varukorg
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 …
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
An Infinite-Dimensional Perspective
Av Paul Kruhner, Fred Espen Benth
E-bok, 2023
1793 kr
Lägg i varukorg
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 …
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
An Infinite-Dimensional Perspective
Av Fred Espen Benth, Paul Krühner
Häftad, 2024
1419 kr
Lägg i varukorg
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 …
Quantitative Energy Finance
Recent Trends and Developments
Av Fred Espen Benth, Almut E. D. Veraart
Inbunden, 2024
1527 kr
Lägg i varukorg
Power markets are undergoing a major transformation from gas and oil-fueled generation toward renewable electricity production from wind and solar sources. Simultaneously, there is an increasing demand for electrification, coupled with long-term climate-induced weather changes. The uncertainties …
Quantitative Energy Finance
Recent Trends and Developments
Av Almut E. D. Veraart, Fred Espen Benth
E-bok, 2024
1948 kr
Lägg i varukorg
Power markets are undergoing a major transformation from gas and oil-fueled generation toward renewable electricity production from wind and solar sources. Simultaneously, there is an increasing demand for electrification, coupled with long-term climate-induced weather changes. The uncertainties …
Quantitative Energy Finance
Recent Trends and Developments
Av Fred Espen Benth, Almut E. D. Veraart
Häftad, 2025
1527 kr
Lägg i varukorg
Power markets are undergoing a major transformation from gas and oil-fueled generation toward renewable electricity production from wind and solar sources. Simultaneously, there is an increasing demand for electrification, coupled with long-term climate-induced weather changes. The uncertainties …
Paris-Princeton Lectures on Mathematical Finance 2013
Editors: Vicky Henderson, Ronnie Sircar
Av Fred Espen Benth, Dan Crisan m. fl.
Häftad, 2013
550 kr
Lägg i varukorg
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and …
Paris-Princeton Lectures on Mathematical Finance 2013
Editors: Vicky Henderson, Ronnie Sircar
Av Philip Protter, Colm Nee m. fl.
E-bok, 2013
718 kr
Lägg i varukorg
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and …
Stochastics of Environmental and Financial Economics
Centre of Advanced Study, Oslo, Norway, 2014-2015
Av Fred Espen Benth, Giulia Di Nunno
Inbunden, 2015
550 kr
Lägg i varukorg
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 …
Stochastics of Environmental and Financial Economics
Centre of Advanced Study, Oslo, Norway, 2014-2015
Av Fred Espen Benth, Giulia Di Nunno
Häftad, 2016
550 kr
Lägg i varukorg
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 …
Ambit Stochastics
Av Ole E. Barndorff-Nielsen, Fred Espen Benth m. fl.
Inbunden, 2018
1419 kr
Lägg i varukorg
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to …
Ambit Stochastics
Av Almut E. D. Veraart, Fred Espen Benth m. fl.
E-bok, 2018
1746 kr
Lägg i varukorg
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to …
Option Theory with Stochastic Analysis
An Introduction to Mathematical Finance
Häftad, 2003
659 kr
Lägg i varukorg
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 …
Stochastic Analysis and Applications
The Abel Symposium 2005
Av Fred Espen Benth, Giulia Di Nunno m. fl.
Inbunden, 2007
1636 kr
Lägg i varukorg
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, …
Stochastic Analysis and Applications
The Abel Symposium 2005
Av Tusheng Zhang, Bernt oksendal m. fl.
E-bok, 2007
2049 kr
Lägg i varukorg
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, …
Stochastic Analysis and Applications
The Abel Symposium 2005
Av Fred Espen Benth, Giulia Di Nunno m. fl.
Häftad, 2010
1636 kr
Lägg i varukorg
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, …
Option Theory with Stochastic Analysis
An Introduction to Mathematical Finance
E-bok, 2012
877 kr
Lägg i varukorg
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 …
STOCHASTIC MODELING OF ELECTRICITY AND RELATED MARKETS
Av Fred Espen Benth, Jūratė Šaltytė Benth m. fl.
Inbunden, 2008
1955 kr
Lägg i varukorg
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 …
MODELING AND PRICING IN FINANCIAL MARKETS FOR WEATHER DERIVATIVES
Av Fred Espen Benth, Jūratė Šaltytė Benth
Inbunden, 2012
1345 kr
Lägg i varukorg
Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial …
