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ISBN: 9783642184123 Year: 2011 Publisher: Berlin, Heidelberg Springer Berlin Heidelberg
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Macroeconomics --- Quantitative methods (economics) --- Economics --- Operational research. Game theory --- Mathematical statistics --- Financial analysis --- Business economics --- stochastische analyse --- economie --- statistiek --- macro-economie --- financiële analyse --- econometrie --- kansrekening
Digital
ISBN: 9783319234250 Year: 2016 Publisher: Cham Springer International Publishing
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These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.
Economics --- Functional analysis --- Partial differential equations --- Numerical methods of optimisation --- Operational research. Game theory --- Probability theory --- Mathematics --- Environmental protection. Environmental technology --- Engineering sciences. Technology --- Recreation. Games. Sports. Corp. expression --- differentiaalvergelijkingen --- analyse (wiskunde) --- waarschijnlijkheidstheorie --- stochastische analyse --- economie --- spellen --- systeemtheorie --- milieuzorg --- speltheorie --- wiskunde --- systeembeheer --- kansrekening --- optimalisatie
Digital
ISBN: 9783030015930 Year: 2018 Publisher: Cham Springer International Publishing
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The Abel Symposia volume at hand contains a collection of high-quality articles written by the world’s leading experts, and addressing all mathematicians interested in advances in deterministic and stochastic dynamical systems, numerical analysis, and control theory. In recent years we have witnessed a remarkable convergence between individual mathematical disciplines that approach deterministic and stochastic dynamical systems from mathematical analysis, computational mathematics and control theoretical perspectives. Breakthrough developments in these fields now provide a common mathematical framework for attacking many different problems related to differential geometry, analysis and algorithms for stochastic and deterministic dynamics. In the Abel Symposium 2016, which took place from August 16-19 in Rosendal near Bergen, leading researchers in the fields of deterministic and stochastic differential equations, control theory, numerical analysis, algebra and random processes presented and discussed the current state of the art in these diverse fields. The current Abel Symposia volume may serve as a point of departure for exploring these related but diverse fields of research, as well as an indicator of important current and future developments in modern mathematics.
Group theory --- Differential equations --- Mathematics --- Applied physical engineering --- Engineering sciences. Technology --- Computer science --- Computer. Automation --- differentiaalvergelijkingen --- informatica --- externe fixatie (geneeskunde --- systeemtheorie --- wiskunde --- systeembeheer --- ingenieurswetenschappen
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