STOCHASTIC MODELING OF ELECTRICITY.(V11)

STOCHASTIC MODELING OF ELECTRICITY.(V11)

Auteur: Benth Fred Espen, Koekebakker Steen, Saltyte-benth Jurate
Éditeur: World Scientific Publishing Company
Année de publication: 2008
ISBN: 9789812812308

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“Like all good writing on mathematical finance, it is both theoretical and applied: the theorems and their proofs sit easily between the same covers as the analysis of real-world data sets.”

Mathematical Reviews

“This book provides a concise and rigorous treatment on the stochastic modeling of energy markets … It is easy to read and understand, and it's very interesting … It will be useful for researchers in stochastic modeling of energy derivatives, graduate students specializing in this area of financial mathematics and practitioners who work in energy markets.”

Professor Anatoliy Swishchuk
University of Calgary

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