Name: Stochastic Modeling Of Electricity And Related Markets
Price: 1480.95 DKK
Availability: InStock
Author: Fred Espen (Univ Of Oslo Benth
ISBN: 9789812812308

Stochastic Modeling Of Electricity And Related Markets af Fred Espen (Univ Of Oslo Benth

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1.480,95 kr.

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Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes.

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Sprog:
Engelsk

ISBN:
9789812812308

Forlag:
World Scientific Publishing Co Pte Ltd

Indbinding:
Hardback

Sideantal:
352

Udgivet:
15. april 2008

Størrelse:
161x236x20 mm.

Vægt:
678 g.

Leveringstid: 2-3 uger.
Forventet levering: 3. december 2024

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Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes.

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