عنوان
پدید آورنده
موضوع
رده
HD9502.A2
HD9502
.
A2
کتابخانه
محل استقرار
OTHER STANDARD IDENTIFIER
Standard Number
2147
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Quantitative energy finance :modeling, pricing, and hedging in energy and commodity markets
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource )xviii, 308 pages( : illustrations )some color(
GENERAL NOTES
Text of Note
Includes bibliographical references
CONTENTS NOTE
Text of Note
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
TOPICAL NAME USED AS SUBJECT
Entry Element
Finance ، Energy industries
Entry Element
Capital investments ، Energy industries
Entry Element
، Economics/Management Science
Entry Element
، Finance/Investment/Banking
Entry Element
، Quantitative Finance
Entry Element
، Statistics for Business/Economics/Mathematical Finance/Insurance
Entry Element
، Energy Policy, Economics and Management
DEWEY DECIMAL CLASSIFICATION
Number
658
.
152
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HD9502
.
A2
PERSONAL NAME - PRIMARY RESPONSIBILITY
Relator Code
TI
Entry Element
Fred Espen Benth, Valery A. Kholodnyi, Peter Laurence, editors
AU nepsE derF ,htneB editor of compilation 1969-,
AU A yrelaV ,ج۶IyndolohK editor of compilation 1964-,
AU reteP ,ecneruaL editor of compilation
LOCATION AND CALL NUMBER
Shelving Form of Title, Author, Author/Title
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