A Forward-Backward Sdes Approach to Pricing in Carbon Markets

By Jean-Francois Chassagneux, Mirabelle Muûls, Hinesh Chotai

Contains a case study of the UK energy market

Provides a description of carbon markets, which are being implemented worldwide, and their role in the mitigations of climate change

Contains an introduction to forward-backward stochastic differential equations (FBSDE) and their application to carbon markets

• Format: Paperback
• Language: English
• ISBN: 3319631144
• ISBN13: 9783319631141
• Release Date: October 2017
• Publisher: Springer
• Length: 104 Pages
• Weight: 0.37 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"