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  • René Aïd; Michael Ludkovski; Ronnie Sircar
    978-1-4939-2733-3
    2015
    Edition 1
    • Provides a mathematical introduction to aspects of energy markets including risk management, derivative valuation, systemic risk, resource management, oligopolistic competition and modeling of technological changes
    • Offers multi-disciplinary approaches to commodity and energy markets including applied mathematicians, probabilists, economists and industry practitioners
    • Gives new mathematical techniques for energy finance, such as the concept of ambit fields and super replication via BSDEs

    €100

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