CEMAT - Membro

Membros > Antigos Membros

Daniel Schwarz

Morada Institucional

Instituto Superior Técnico (IST)
Av. Rovisco Pais 1
1049-001 LISBOA

Telefone: | Email: d.c.schwarz@me.com

Posição

Bolseiro de Pós-Doutoramento, Carnegie Mellon University, Estados Unidos

Área

Estatística e Processos Estocásticos

Artigos em Revistas Internacionais

Carmona, René; Coulon, Michael; Schwarz, Daniel (2013) Electricity Price Modeling and Asset Valuation: a Multi-Fuel Structural Approach . Mathematics and Financial Economics: 7(2), 167-202.

Howison, S.; Schwarz, Daniel (2012) Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach . SIAM Journal on Financial Mathematics: 3(1), 709-739.

Carmonaa, René; Coulonb, Michael; Schwarz, Daniel (2012) The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels . Quantitative Finance: 12(12), 1951-1965.

Teses

Schwarz, Daniel (2012) Price modeling and Asset Valuation in Carbon Emission and Electricity Markets . Ph.D. Thesis, University of Oxford, United Kingdom.

CEMAT - Center for Computational and Stochastic Mathematics

Instituto Superior Têcnico
Faculdade de Ciências
Universidade de Lisboa