Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Daniel Mahoney
| Year of publication: |
2016
|
|---|---|
| Authors: | Mahoney, Daniel |
| Publisher: |
Basingstoke, Hampshire [u.a.] : Palgrave Macmillan |
| Subject: | Energy markets | commodity markets | structured products | tolling | gas storage | econometrics | stochastic modelling | robust valuation | incomplete markets | high dimensional problems | calculus | cointegration | commodity market | duality | energy | GARCH | liquidity | numerics | optimization | Simulation | Stochastic modelling | valuation | volatility | Energiemarkt | Energy market | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Optionspreistheorie | Option pricing theory | Ökonometrie | Econometrics | Unvollkommener Markt | Incomplete market | ARCH-Modell | ARCH model | Mathematische Optimierung | Mathematical programming | Modellierung | Scientific modelling | Rohstoffderivat | Commodity derivative | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVIII, 455 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-137-56014-8 ; 1-137-56014-2 ; 978-1-349-56688-4 ; 978-1-137-56015-5 |
| Other identifiers: | 10.1057/9781137560155 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011399615