Stochastic Models for Prices Dynamics in Energy and Commodity Markets
An Infinite-Dimensional Perspective
About this book series
The Springer Finance series, launched in 1998, is addressed to students, academic researchers and practitioners working on increasingly technical approaches to the analysis of financial markets. It covers mathematical and computational finance broadly, reaching into foreign exchange, term structure, risk measure and management, portfolio theory, equity derivatives, energy finance and commodities, financial economics.
All titles in this series are peer-reviewed to the usual standards of mathematics and its applications.
- This book series contains subseries
- View subseries
- Electronic ISSN
- 2195-0687
- Print ISSN
- 1616-0533
- Series Editor
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- Francesca Biagini,
- Bruno Bouchard,
- Mark Broadie,
- Paolo Guasoni,
- Charles-Albert Lehalle,
- Mathieu Rosenbaum
Book titles in this series
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Continuous-Time Asset Pricing Theory
A Martingale-Based Approach
This title belongs to the subseries: Springer Finance Textbooks
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Stochastic Calculus for Finance I
The Binomial Asset Pricing Model
This title belongs to the subseries: Springer Finance Textbooks
Abstracted and indexed in
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- zbMATH