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Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets

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Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets - Benth, Fred Espen (Editor), and Kholodnyi, Valery a (Editor), and Laurence, Peter (Editor)
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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, ...

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Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets 2016, Springer, New York, NY

ISBN-13: 9781493952236

Trade paperback

Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets 2013, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781461472476

2014 edition

Hardcover