Stochastics of Environmental and Financial Economics (Record no. 50399)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 05161nam a22006735i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-23425-0 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20201217111748.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 151023s2016 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319234250 |
| Local codes | 978-3-319-23425-0 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-319-23425-0 |
| Source of number or code | doi |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | GPFC |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | SCI064000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | GPFC |
| Source | thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| Edition number | 23 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastics of Environmental and Financial Economics |
| Medium | [electronic resource] : |
| Remainder of title | Centre of Advanced Study, Oslo, Norway, 2014-2015 / |
| Statement of responsibility, etc. | edited by Fred Espen Benth, Giulia Di Nunno. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2016. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2016. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | VIII, 360 p. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type code | txt |
| 337 ## - MEDIA TYPE | |
| Media type code | c |
| 338 ## - CARRIER TYPE | |
| Carrier type code | cr |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Proceedings in Mathematics & Statistics, |
| International Standard Serial Number | 2194-1009 ; |
| Volume/sequential designation | 138 |
| 500 ## - GENERAL NOTE | |
| General note | IT Carlow ebook |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Some recent developments in ambit stochastics -- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model. |
| 506 0# - RESTRICTIONS ON ACCESS NOTE | |
| Terms governing access | Open Access |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | System theory. |
| 9 (RLIN) | 7952 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Probabilities. |
| 9 (RLIN) | 6704 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Environmental economics. |
| 9 (RLIN) | 9471 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Game theory. |
| 9 (RLIN) | 4015 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Partial differential equations. |
| 9 (RLIN) | 104881 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Calculus of variations. |
| 9 (RLIN) | 1930 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Systems Theory, Control. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/M13070 |
| 9 (RLIN) | 98031 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Probability Theory and Stochastic Processes. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/M27004 |
| 9 (RLIN) | 104882 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Environmental Economics. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/W48000 |
| 9 (RLIN) | 9471 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Game Theory, Economics, Social and Behav. Sciences. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/M13011 |
| 9 (RLIN) | 98193 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Partial Differential Equations. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/M12155 |
| 9 (RLIN) | 104883 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Calculus of Variations and Optimal Control; Optimization. |
| Authority record control number or standard number | https://scigraph.springernature.com/ontologies/product-market-codes/M26016 |
| 9 (RLIN) | 104884 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Benth, Fred Espen. |
| 9 (RLIN) | 104885 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Di Nunno, Giulia. |
| 9 (RLIN) | 104886 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 9 (RLIN) | 30940 |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319234243 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319234267 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783319370620 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Proceedings in Mathematics & Statistics, |
| International Standard Serial Number | 2194-1009 ; |
| Volume/sequential designation | 138 |
| 9 (RLIN) | 98198 |
| 856 0# - ELECTRONIC LOCATION AND ACCESS | |
| Link text | Send a message to library staff if access to this online resource is unavailable |
| Uniform Resource Identifier | <a href="https://tinyurl.com/y2hljxwd">https://tinyurl.com/y2hljxwd</a> |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Link text | Link to Springer open access ebook |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-319-23425-0">https://doi.org/10.1007/978-3-319-23425-0</a> |
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| -- | ZDB-2-SMA |
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| -- | ZDB-2-SOB |
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