Krühner paul (13 Ergebnisse)
- Softcover
Anbieter: Hamelyn, Madrid, M, SpanienHamelyn
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EUR 59,99
EUR 12,99 VersandVersand von Spanien nach USAAnzahl: 1 verfügbar
Zustand: Muy bueno. : Esta monografía presenta una teoría avanzada para modelos de campos aleatorios en el tiempo y el espacio, analizados como procesos estocásticos en un espacio de Hilbert, con el fin de modelar la dinámica de los precios a plazo y de futuros en los mercados de energía y materias primas. La obra adopta y extie…nde el enfoque de Heath-Jarrow-Morton de la teoría de tipos de interés a un marco de dimensiones infinitas, permitiendo una modelización flexible de la estocasticidad de los precios a lo largo de la curva de estructura temporal.El texto introduce diversos modelos basados en ecuaciones diferenciales parciales estocásticas impulsadas por procesos de Lévy, destacando el uso del espacio de Filipović como un estado conveniente para las estructuras de términos. Es un recurso valioso tanto para investigadores y estudiantes de posgrado en finanzas matemáticas como para profesionales que buscan modelos de riesgo sofisticados y analíticamente tratables para los desafiantes mercados energéticos actuales. EAN: 9783031403699 Tipo: Libros Categoría: Negocios y Economía|Ciencias|Tecnología Título: Stochastic Models for Prices Dynamics in Energy and Commodity Markets Autor: Fred Espen Benth| Paul Krühner Editorial: Springer-Verlag GmbH Idioma: en Páginas: 259 Formato: tapa blanda.
- Softcover
Anbieter: Books Puddle, New York, NY, USABooks Puddle
Verkäufer/-in kontaktierenVerkäufer/-in mit 4 SternenZustand: Neu
EUR 185,54
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Zustand: New. pp. IX + 250.
- Hardcover
Anbieter: Books Puddle, New York, NY, USABooks Puddle
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EUR 187,03
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Zustand: New.
- Softcover
Anbieter: Buchpark, Trebbin, , DeutschlandBuchpark
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EUR 82,20
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Zustand: Hervorragend. Zustand: Hervorragend | Seiten: 260 | Sprache: Englisch | Produktart: Bücher | This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and comm…odity markets. In this book, the well-known Heath¿Jarrow¿Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity across time and along the term structure curve. Various models are introduced based on stochastic partial differential equations with infinite-dimensional Lévy processes as noise drivers, emphasizing random fields described by low-dimensional parametric covariance functions instead of classical high-dimensional factor models. The Filipovi¿ space, a separable Hilbert space of Sobolev type, is found to be a convenient state space for the dynamics of forward and futures term structures. The monograph provides a classification of important operators in this space, covering covariance operators and the stochastic modeling of volatility term structures, including the Samuelson effect. Fourier methods are employed to price many derivatives of interest in energy, power, and commodity markets, and sensitivity 'delta' expressions can be derived. Additionally, the monograph covers forward curve smoothing, the connection between forwards with fixed delivery and delivery period, as well as the classical theory of forward and futures pricing. This monograph will appeal to researchers and graduate students interested in mathematical finance and stochastic analysis applied in the challenging markets of energy, power, and commodities. Practitioners seeking sophisticated yet flexible and analytically tractable risk models will also find it valuable.
Sprache: Englisch
Verlag: Springer International Publishing, Springer International Publishing 2024
- Softcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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EUR 139,09
EUR 62,24 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets.In this…book, the well-known Heath-Jarrow-Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity across time and along the term structure curve. Various models are introduced based on stochastic partial differential equations with infinite-dimensional Lévy processes as noise drivers, emphasizing random fields described by low-dimensional parametric covariance functions instead of classical high-dimensional factor models. The Filipovic space, a separable Hilbert space of Sobolev type, is found to be a convenient state space for the dynamics of forward and futures term structures. The monograph provides a classification of important operators in this space, covering covariance operators and the stochastic modeling of volatility term structures, including the Samuelson effect. Fourier methods are employed to price many derivatives of interest in energy, power, and commodity markets, and sensitivity 'delta' expressions can be derived. Additionally, the monograph covers forward curve smoothing, the connection between forwards with fixed delivery and delivery period, as well as the classical theory of forward and futures pricing.This monograph will appeal to researchers and graduate students interested in mathematical finance and stochastic analysis applied in the challenging markets of energy, power, and commodities. Practitioners seeking sophisticated yet flexible and analytically tractable risk models will also find it valuable.
- Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
Verkäufer/-in kontaktierenVerkäufer/-in mit 5 SternenZustand: Neu
EUR 139,09
EUR 63,03 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets.In this book, t…he well-known Heath-Jarrow-Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity across time and along the term structure curve. Various models are introduced based on stochastic partial differential equations with infinite-dimensional Lévy processes as noise drivers, emphasizing random fields described by low-dimensional parametric covariance functions instead of classical high-dimensional factor models. The Filipovic space, a separable Hilbert space of Sobolev type, is found to be a convenient state space for the dynamics of forward and futures term structures. The monograph provides a classification of important operators in this space, covering covariance operators and the stochastic modeling of volatility term structures, including the Samuelson effect. Fourier methods are employed to price many derivatives of interest in energy, power, and commodity markets, and sensitivity 'delta' expressions can be derived. Additionally, the monograph covers forward curve smoothing, the connection between forwards with fixed delivery and delivery period, as well as the classical theory of forward and futures pricing.This monograph will appeal to researchers and graduate students interested in mathematical finance and stochastic analysis applied in the challenging markets of energy, power, and commodities. Practitioners seeking sophisticated yet flexible and analytically tractable risk models will also find it valuable.
- Hardcover
- Print-on-Demand
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , DeutschlandBuchWeltWeit Ludwig Meier e.K.
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EUR 139,09
EUR 23,00 VersandVersand von Deutschland nach USAAnzahl: 2 verfügbar
Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets….In this book, the well-known Heath-Jarrow-Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity across time and along the term structure curve. Various models are introduced based on stochastic partial differential equations with infinite-dimensional Lévy processes as noise drivers, emphasizing random fields described by low-dimensional parametric covariance functions instead of classical high-dimensional factor models. The Filipovic space, a separable Hilbert space of Sobolev type, is found to be a convenient state space for the dynamics of forward and futures term structures. The monograph provides a classification of important operators in this space, covering covariance operators and the stochastic modeling of volatility term structures, including the Samuelson effect. Fourier methods are employed to price many derivatives of interest in energy, power, and commodity markets, and sensitivity 'delta' expressions can be derived. Additionally, the monograph covers forward curve smoothing, the connection between forwards with fixed delivery and delivery period, as well as the classical theory of forward and futures pricing.This monograph will appeal to researchers and graduate students interested in mathematical finance and stochastic analysis applied in the challenging markets of energy, power, and commodities. Practitioners seeking sophisticated yet flexible and analytically tractable risk models will also find it valuable. 260 pp. Englisch.
- Softcover
- Print-on-Demand
Anbieter: moluna, Greven, , Deutschlandmoluna
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EUR 118,61
EUR 48,99 VersandVersand von Deutschland nach USAAnzahl: Mehr als 20 verfügbar
Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt.
- Hardcover
- Print-on-Demand
Anbieter: moluna, Greven, , Deutschlandmoluna
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EUR 118,61
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a novel infinite-dimensional HJM-approach to forward and futures pricingDescribes in detail a flexible model to describe the stochasticity in temporal and spatial dynamicsDerives expressions for options and the…ir greeks using Fouri.
- Softcover
- Print-on-Demand
Anbieter: Majestic Books, Hounslow, , Vereinigtes KönigreichMajestic Books
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EUR 193,65
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Zustand: New. Print on Demand pp. IX + 250.
- Hardcover
- Print-on-Demand
Anbieter: Majestic Books, Hounslow, , Vereinigtes KönigreichMajestic Books
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EUR 194,44
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Zustand: New. Print on Demand.
- Softcover
- Print-on-Demand
Anbieter: Biblios, frankfurt am main, HESSE, DeutschlandBiblios
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EUR 194,69
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Zustand: New. PRINT ON DEMAND pp. IX + 250.
- Hardcover
- Print-on-Demand
Anbieter: Biblios, frankfurt am main, HESSE, DeutschlandBiblios
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EUR 195,34
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Zustand: New. PRINT ON DEMAND.
