A forward-backward SDEs approach to pricing in carbon markets. (2017)

• Record Type: Book
• Further Information: Note: Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls.
• Other Names: Chassagneux, Jean-François; Chotai, Hinesh; Muûls, Mirabelle
• Contents: 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.
• Publisher Details: Cham : Springer
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 519.2/2; Mathematics; Stochastic partial differential equations; Stochastic partial differential equations; Mathematics; Probability Theory and Stochastic Processes; Mathematical Modeling and Industrial Mathematics; Energy Economics; Quantitative Finance; Energy Policy, Economics and Management; Statistics for Business/Economics/Mathematical Finance/Insurance; Mathematics -- Applied; Business & Economics -- Industries -- Energy Industries; Business & Economics -- Statistics; Mathematical modelling; Energy technology & engineering; Finance & accounting; Probability & statistics; Distribution (Probability theory); Finance; Statistics; Mathematics -- Probability & Statistics -- General; Electronic books
• Languages: English
• ISBNs: 9783319631158; 3319631152; 3319631144; 9783319631141
• Related ISBNs: 9783319631141
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed October 18, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.