Carbon allowances: A new financial asset
From market fundamentals to derivatives
(Sprache: Englisch)
The aim of this work is to bring an economic view upon the carbon emission market. We identify the specificities of this market, regarding the intrinsic value of carbon . We investigate the econometric particularities of carbon permits prices behaviour and...
Leider schon ausverkauft
versandkostenfrei
Buch
71.90 €
35 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenlose Rücksendung
- Ratenzahlung möglich
Produktdetails
Produktinformationen zu „Carbon allowances: A new financial asset “
Klappentext zu „Carbon allowances: A new financial asset “
The aim of this work is to bring an economic view upon the carbon emission market. We identify the specificities of this market, regarding the intrinsic value of carbon . We investigate the econometric particularities of carbon permits prices behaviour and their result of the calibration. We apprehend and explain the reasons of the non-Gaussian behaviour of this market focusing mainly upon jump diffusion and generalized hyperbolic distributions. We test these results for pricing, risk modelling, fundamental valuation and technical analysis
Autoren-Porträt von Marius-Cristian Frunza
Frunza, Marius-CristianMarius-Cristian Frunza is currently an associated researcher withCNAM and Paris I Sorbonne University. He has a professionalbackground in financial advisory and emissions trading. Hisacademic activity encompasses topics around environmental financelike forestry, energy, weather derivatives. Marius graduated fromParis based Ecole Polytechnique.
Bibliographische Angaben
- Autor: Marius-Cristian Frunza
- 2010, 164 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: Editions universitaires europeennes
- ISBN-10: 6131547475
- ISBN-13: 9786131547478
Sprache:
Englisch
Kommentar zu "Carbon allowances: A new financial asset"
0 Gebrauchte Artikel zu „Carbon allowances: A new financial asset“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Carbon allowances: A new financial asset".
Kommentar verfassen