Stochastic Models for Prices Dynamics in Energy and Commodity Markets An Infinite-Dimensional Perspective /

This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the well-known Heath–Jarrow–Morton approach...

Descripció completa

Dades bibliogràfiques

Autors principals:	Benth, Fred Espen (Autor), Krühner, Paul (Autor)
Autor corporatiu:	SpringerLink (Online service)
Format:	Electrònic eBook
Idioma:	anglès
Publicat:	Cham : Springer International Publishing : Imprint: Springer, 2023.
Edició:	1st ed. 2023.
Col·lecció:	Springer Finance,
Matèries:	Stochastic processes. Statistics . Financial risk management. Functional analysis. Renewable energy sources. Stochastic Processes. Statistics in Business, Management, Economics, Finance, Insurance. Risk Management. Functional Analysis. Renewable Energy.
Accés en línia:	https://doi.org/10.1007/978-3-031-40367-5
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!