书目详细信息
： Quantitative energy finance :
书目信息 机读格式(MARC)
| ISBN： | 9781461472476 |
|---|---|
| 编目源： | CASHL CASHL |
| 题名： | Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets / Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors. |
| 索书号： | F407.2/B476E |
| 出版发行项： | New York, New York : Springer, c2014. |
| 载体形态： | xviii, 308 p. : ill. ; 26 cm. |
| 书目附注： | Includes bibliographical references. |
| 格式化内容附注： | A 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 Levy semistationary processes -- Modelling Power Forward Prices -- An analysis of the main determinants of electricity forward prices and forward risk premia -- A Dynamic Levy Copula Model for the Spark Spread -- Constrained density estimation -- Electricity Options and Additional Information. |