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Carbon allowances: A new financial asset

 

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  • Product Description
 

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

Product Specifications
SKU :COC46344
AuthorMarius-Cristian Frunza
LanguageEnglish
BindingPaperback
Number of Pages164
Publishing Year2010-11-14T00:00:00.000
ISBN978-6131547478
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandNot defined
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-03-08 00:00:00
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