Sökresultat för: Fred E. Benth
Stochastic Modeling of Electricity and Related Markets (Inbunden)
avFred E. Benth, Jurate Saltyte Benth, Steen Koekebakker
ISBN: 9789812812308 - UTGIVEN: 200804The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known[...]
Option Theory with Stochastic Analysis (Häftad)
avFred E. Benth
ISBN: 9783540405023 - UTGIVEN: 200311This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance i[...]
