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£90.63
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£91 today · cheaper than every other day in the last 3 months
Springer Stochastic Models for Energy and Commodity Markets
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Price distribution over 28 days • 1 price levels
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Most common price: £91 (28 days, 100.0%)
Price range: £91 - £91
Price levels: 1 different prices over 28 days
Description
Key Features
This Springer Finance monograph presents a theory for random field models in time and space.
The book uses stochastic processes with values in a Hilbert space to model price dynamics.
It extends the Heath-Jarrow-Morton approach into an infinite-dimensional framework.
The text provides flexible modeling of price stochasticity across time and the term structure curve.
Various models are introduced based on stochastic partial differential equations.
Product Specifications
- Brand
- Springer
- Format
- hardcover
- ASIN
- 3031403665
- Domain
- Amazon UK
- Release Date
- 17 November 2023
- Listed Since
- 01 July 2023
Barcode
No barcode data available
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