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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.

Operations Research --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Mathematics. --- Partial differential equations. --- Game theory. --- System theory. --- Calculus of variations. --- Probabilities. --- Environmental economics. --- Systems Theory, Control. --- Probability Theory and Stochastic Processes. --- Environmental Economics. --- Game Theory, Economics, Social and Behav. Sciences. --- Partial Differential Equations. --- Calculus of Variations and Optimal Control; Optimization. --- Economics --- Environmental quality --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Isoperimetrical problems --- Variations, Calculus of --- Maxima and minima --- Systems, Theory of --- Systems science --- Science --- Games, Theory of --- Theory of games --- Mathematical models --- Partial differential equations --- Math --- Environmental aspects --- Economic aspects --- Philosophy --- Distribution (Probability theory. --- Differential equations, partial. --- Mathematical optimization. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Operations research --- Simulation methods --- System analysis --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Systems theory. --- Systems Theory --- Control