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Stochastics of Environmental and Financial Economics

Overview of attention for book
Cover of 'Stochastics of Environmental and Financial Economics'

Table of Contents

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    Book Overview
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    Chapter 1 Some Recent Developments in Ambit Stochastics
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    Chapter 2 Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion
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    Chapter 3 Nonlinear Young Integrals via Fractional Calculus
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    Chapter 4 A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes
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    Chapter 5 Non-elliptic SPDEs and Ambit Fields: Existence of Densities
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    Chapter 6 Dynamic Risk Measures and Path-Dependent Second Order PDEs
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    Chapter 7 Pricing CoCos with a Market Trigger
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    Chapter 8 Quantification of Model Risk in Quadratic Hedging in Finance
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    Chapter 9 Risk-Sensitive Mean-Field Type Control Under Partial Observation
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    Chapter 10 Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets
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    Chapter 11 Exponential Ergodicity of the Jump-Diffusion CIR Process
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    Chapter 12 Optimal Control of Predictive Mean-Field Equations and Applications to Finance
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    Chapter 13 Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semistationary Processes
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    Chapter 14 Pricing Options on EU ETS Certificates with a Time-Varying Market Price of Risk Model
Attention for Chapter 7: Pricing CoCos with a Market Trigger
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Chapter title
Pricing CoCos with a Market Trigger
Chapter number 7
Book title
Stochastics of Environmental and Financial Economics
Published by
Springer, Cham, January 2016
DOI 10.1007/978-3-319-23425-0_7
Book ISBNs
978-3-31-923424-3, 978-3-31-923425-0
Authors

José Manuel Corcuera, Arturo Valdivia

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 2 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 2 100%

Demographic breakdown

Readers by professional status Count As %
Unspecified 1 50%
Unknown 1 50%
Readers by discipline Count As %
Unspecified 1 50%
Unknown 1 50%

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