Stochastic models for prices dynamic...
Benth, Fred Espen.

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  • Stochastic models for prices dynamics in energy and commodity markets = an infinite-dimensional perspective /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Stochastic models for prices dynamics in energy and commodity markets/ by Fred Espen Benth, Paul Kruhner.
    其他題名: an infinite-dimensional perspective /
    作者: Benth, Fred Espen.
    其他作者: Kruhner, Paul.
    出版者: Cham :Springer International Publishing : : 2023.,
    面頁冊數: ix, 250 p. :illustrations, digital ;24 cm.
    內容註: 1 Introduction -- Part I: Mathematical Tools -- 2 Lévy processes on Hilbert spaces -- 3 The Filipović space and operators -- 4 Stochastic integration and partial differential equations -- Part II: Modelling the Forward Price Dynamics and Derivatives Pricing -- 5 Spot models and forward pricing -- 6 Heath-Jarrow-Morton type models -- 7 Pricing of commodity and energy options -- Appendix A: Collection of some fundamental properties of the Filipović space.
    Contained By: Springer Nature eBook
    標題: Stochastic processes. -
    電子資源: https://doi.org/10.1007/978-3-031-40367-5
    ISBN: 9783031403675
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