Carbon Allowances: a New Financial Asset: from Market Fundamentals to Derivatives - Marius-cristian Frunza - Books - Editions universitaires europeennes - 9786131547478 - February 28, 2018
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Marius-cristian Frunza
Carbon Allowances: a New Financial Asset: from Market Fundamentals to Derivatives

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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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 28, 2018
ISBN13 9786131547478
Publishers Editions universitaires europeennes
Pages 164
Dimensions 226 × 9 × 150 mm   ·   249 g
Language English  

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