18 records matched your query       

04009aam a2200373Ii 4500
001 5448AFB26B5811E69AFE1DDBDAD10320
003 SILO
005 20160826010517
008 150324t20152015nyua     b    000 0 eng d
020    $a 9781493927326
020    $a 1493927329
035    $a (OCoLC)905566474
040    $a YDXCP $b eng $c YDXCP $d BTCTA $d IWA $d SILO
245 00 $a Commodities, energy and environmental finance / $c Ren©♭ A©d, Michael Ludkovski, Ronnie Sircar, editors.
264  1 $a New York : $b Springer, $c [2015]
300    $a xii, 430 pages : $b illustrations (some color) ; $c 24 cm.
490 1  $a Fields Institute communications, $x 1069-5265 ; $v volume 74
504    $a Includes bibliographical references.
505 0  $a Financialization of the Commodity Markets (R. Carmona) -- Understanding the Tracking Errors of Commodity Leveraged ETFs (K. Guo, T. Leung) -- Systemic Risk in Commodity Markets: What Do Trees Tell Us About Crises? (D. Lautier, J. Ling, F. Raynaud) -- Margrabe Revisited (H. Tuenter) -- Cross-Commodity Modelling by Multivariate Ambit Fields (F. Benth, A. Veraart, O. Barndorff-Nielsen) -- Hedging Expected Losses on Derivatives in Electricity Futures Market (A. Nguyen Huu, N. Oudjane) -- Calibration of Electricity Price Models (O. Feron, E. Daboussi) -- Measuring the Competitiveness Benefits of Transmission Expansions in Wholesale Electricity Markets (F. Wolak) -- Incorporating Managerial Information into Real Option Valuation (S. Jaimungal, Y. Lawryshyn) -- Real Options with Regulatory Policy Uncertainty (M. Davison, C. Maxwell) -- A Hedged Monte Carlo Approach to Real Option Pricing (E. Brigatti, M. Souza, J. Zubelli) -- Technological Transition to Electric Mobility (R. Aid, I. Ben-Tahar) -- Game Theoretic Models for Energy Production (M. Ludkovski, R. Sircar) -- Design Analysis of Carbon Auction Market, Through Electricity Market Coupling (M. Bossy, N. Maizi, O. Pourtalier) -- Dynamic Cournot Duopolies Under Stochastic Demand (M. Ludkovski, X. Yang) -- Oligopoly Markets with Renewable Resources, Exploration and Evolving Extraction Costs with an Application to Energy Policy (A. Dasarathy, R. Sircar).
520    $a "This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics. The research presented is based on the presentations and discussions that took place during the Fields Institute Focus Program on Commodities, Energy and Environmental Finance in August 2013. The authors include applied mathematicians, economists and industry practitioners, providing for a multi-disciplinary spectrum of perspectives on the subject. The volume consists of four sections: Electricity Markets; Real Options; Trading in Commodity Markets; and Oligopolistic Models for Energy Production. Taken together, the chapters give a comprehensive summary of the current state of the art in quantitative analysis of commodities and energy finance. The topics covered include structural models of electricity markets, financialization of commodities, valuation of commodity real options, game-theory analysis of exhaustible resource management and analysis of commodity ETFs. The volume also includes two survey articles that provide a source for new researchers interested in getting into these topics." -- publisher's website.
650  0 $a Distribution (Probability theory)
650  0 $a Game theory.
650  0 $a System theory.
650  0 $a Economics $x Mathematical models.
650  0 $a Energy industries.
650  0 $a Environmental economics $x Mathematical models.
700 1  $a A©d, Ren©♭, $e editor.
700 1  $a Ludkovski, Michael, $d 1980- $e editor.
700 1  $a Sircar, Ronnie, $e editor.
830  0 $a Fields Institute communications ; $v v. 74.
941    $a 1
952    $l USUX851 $d 20160826113812.0
956    $a http://locator.silo.lib.ia.us/search.cgi?index_0=id&term_0=5448AFB26B5811E69AFE1DDBDAD10320
994    $a C0 $b IWA