TY - BOOK ID - 7542381 TI - Stochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015 AU - Benth, Fred Espen AU - Benth, Fred Espen. AU - Di Nunno, Giulia. PY - 2015 SN - 3319234242 3319234250 PB - Cham Springer Nature DB - UniCat KW - Operations Research KW - Civil & Environmental Engineering KW - Engineering & Applied Sciences KW - Mathematics. KW - Partial differential equations. KW - Game theory. KW - System theory. KW - Calculus of variations. KW - Probabilities. KW - Environmental economics. KW - Systems Theory, Control. KW - Probability Theory and Stochastic Processes. KW - Environmental Economics. KW - Game Theory, Economics, Social and Behav. Sciences. KW - Partial Differential Equations. KW - Calculus of Variations and Optimal Control; Optimization. KW - Economics KW - Environmental quality KW - Probability KW - Statistical inference KW - Combinations KW - Mathematics KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk KW - Isoperimetrical problems KW - Variations, Calculus of KW - Maxima and minima KW - Systems, Theory of KW - Systems science KW - Science KW - Games, Theory of KW - Theory of games KW - Mathematical models KW - Partial differential equations KW - Math KW - Environmental aspects KW - Economic aspects KW - Philosophy KW - Distribution (Probability theory. KW - Differential equations, partial. KW - Mathematical optimization. KW - Optimization (Mathematics) KW - Optimization techniques KW - Optimization theory KW - Systems optimization KW - Mathematical analysis KW - Operations research KW - Simulation methods KW - System analysis KW - Distribution functions KW - Frequency distribution KW - Characteristic functions KW - Probabilities KW - Systems theory. KW - Systems Theory KW - Control UR - https://www.unicat.be/uniCat?func=search&query=sysid:7542381 AB - 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 presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year. ER -