Fred Espen Benth: 2 books
Paris-Princeton Lectures on Mathematical Finance 2013
Editors: Vicky Henderson, Ronnie Sircar
Language: English
Release Date: July 11, 2013
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and...
by Fred Espen Benth, Jūratė Šaltytė Benth
Language: English
Release Date: October 4, 2012
Language: English
Release Date: October 4, 2012
Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such weather derivatives, including financial contracts...