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Chassagneux, Jean-François

A Forward-Backward SDEs Approach to Pricing in Carbon Markets

Chassagneux, Jean-François - A Forward-Backward SDEs Approach to Pricing in Carbon Markets, ebook

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ISBN: 9783319631158
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Table of contents

1. A Description of the Carbon Markets and Their Role in Climate Change Mitigation
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls

2. Introduction to Forward-Backward Stochastic Differential Equations
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls

3. A Mathematical Model for Carbon Emissions Markets
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls

4. Numerical Approximation of FBSDEs
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls

5. A Case Study of the UK Energy Market
Jean-François Chassagneux, Hinesh Chotai, Mirabelle Muûls

Keywords: Mathematics, Probability Theory and Stochastic Processes, Mathematical Modeling and Industrial Mathematics, Energy Economics, Quantitative Finance, Energy Policy, Economics and Management, Statistics for Business/Economics/Mathematical Finance/Insurance

Author(s)
 
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
Mathematics of Planet Earth
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319631158
Printed ISBN
978-3-319-63114-1

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