دانلود کتاب Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015

فهرست مطالب :

Front Matter....Pages i-viii
Front Matter....Pages 1-1
Some Recent Developments in Ambit Stochastics....Pages 3-25
Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion....Pages 27-80
Nonlinear Young Integrals via Fractional Calculus....Pages 81-99
A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes....Pages 101-120
Non-elliptic SPDEs and Ambit Fields: Existence of Densities....Pages 121-144
Front Matter....Pages 145-145
Dynamic Risk Measures and Path-Dependent Second Order PDEs....Pages 147-178
Pricing CoCos with a Market Trigger....Pages 179-209
Quantification of Model Risk in Quadratic Hedging in Finance....Pages 211-241
Risk-Sensitive Mean-Field Type Control Under Partial Observation....Pages 243-263
Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets....Pages 265-284
Exponential Ergodicity of the Jump-Diffusion CIR Process....Pages 285-300
Optimal Control of Predictive Mean-Field Equations and Applications to Finance....Pages 301-320
Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary Processes....Pages 321-340
Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model....Pages 341-360