000 03631nam a22003855i 4500
001 290469
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007 cr nn 008mamaa
008 150903s2014 xxu| o |||| 0|eng d
020 _a9781461472483
_99781461472483
024 7 _a10.1007/9781461472483
_2doi
035 _avtls000342150
039 9 _a201509030848
_bVLOAD
_c201405050239
_dVLOAD
_y201402061119
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHG1-9999
100 1 _aBenth, Fred Espen.
_eeditor.
_9321205
245 1 0 _aQuantitative Energy Finance :
_bModeling, Pricing, and Hedging in Energy and Commodity Markets /
_cedited by Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2014.
300 _axviii, 308 páginas 85 ilustraciones, 67 ilustraciones en color.
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aA review of optimal investment rules in electricity generation -- A Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of electricity spot prices -- Modelling electricity day–ahead prices by multivariate Lévy semistationary processes -- Modelling Power Forward Prices -- An analysis of the main determinants of electricity forward prices and forward risk premia -- A Dynamic Lévy Copula Model for the Spark Spread -- Constrained density estimation -- Electricity Options and Additional Information.
520 _aFinance 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aKholodnyi, Valery A.
_eeditor.
_9321206
700 1 _aLaurence, Peter.
_eeditor.
_9321207
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9781461472476
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4614-7248-3
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c290469
_d290469