Forward-Backward SDEs Approach to Pricing in Carbon Markets
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portes grátis
Forward-Backward SDEs Approach to Pricing in Carbon Markets
Chotai, Hinesh; Muuls, Mirabelle; Chassagneux, Jean-Francois
Springer International Publishing AG
10/2017
104
Mole
Inglês
9783319631141
15 a 20 dias
1825
Descrição não disponível.
1 A description of the carbon markets and their role in climate change mitigation.- 2 Introduction to Forward-Backward Stochastic Differential Equations.- 3 A mathematical model for carbon emissions markets.- 4 Numerical approximation of FBSDEs.- 5 A case study of the UK energy market.- References.
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60H30, 91G80;EU ETS;stochastic analysis;forward-backward stochastic differential equations;commodity prices;environmental finance;parameter estimation;pricing in carbon markets;carbon markets;emissions permits;energy economics;environmental economics;quantitative finance
1 A description of the carbon markets and their role in climate change mitigation.- 2 Introduction to Forward-Backward Stochastic Differential Equations.- 3 A mathematical model for carbon emissions markets.- 4 Numerical approximation of FBSDEs.- 5 A case study of the UK energy market.- References.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
