- Hauptmenü-

Katalogdatenanzeige

Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies

Kataloginformation Katalogdatensatz500164842 .

Kataloginformation
Feldname	Details
Vorliegende Sprache	eng
ISBN	978-1-4419-9585-8
Name	Bertocchi, Marida
Name	Consigli, Giorgio
Name ANZEIGE DER KETTE	Consigli, Giorgio
Name	Dempster, Michael A. H.
T I T E L	Stochastic Optimization Methods in Finance and Energy
Zusatz zum Titel	New Financial Products and Energy Market Strategies
Auflage	1
Verlagsort	New York, NY
Verlag	Springer New York
Erscheinungsjahr	2011
Erscheinungsjahr	2011
Umfang	Online-Ressource (XXIII, 474p. 133 illus., 65 illus. in color, digital)
Reihe	International Series in Operations Research & Management Science ; 163
Titelhinweis	Buchausg. u.d.T.ISBN: 978-1-4419-9585-8
ISBN	ISBN 978-1-4419-9586-5
Klassifikation	KJMD
	*91-06
	91Gxx
	90C15
	90C90
	00B25
	KJT
	BUS049000
	658.40301
	HD30.23
Kurzbeschreibung	Using the Kelly Criterion for Investing -- Designing Minimum Guaranteed Return Funds -- Performance Enhancements for Defined Benefit Pension Plans -- Hedging Market and Credit Risk in Corporate Bond Portfolios -- Dynamic Portfolio Management for Property and Casualty Insurance -- Pricing Reinsurance Contracts -- A Nonlinear Decision Support Model for Weekly Operation of Hydrothermal Systems -- Hedging the Portfolio of a Hydro-energy Producer -- Short-term Trading for Electricity Producers -- Structuring Bilateral Energy Contract Portfolios in Competitive Markets -- Tactical Portfolio Planning in the Natural Gas Supply Chain -- Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation -- Stochastic Equilibrium Models for Power Generation Capacity Expansion -- Scenario Tree Generation for Multi-Stage Stochastic Programs -- Scenario Generation for Stochastic Optimization Problems -- Comparison of Sampling Methods for Dynamic Stochastic Programming -- Convexity of Chance Constraints with Copula Dependent Random Variables -- Portfolio Choice Models based on Second-Order Stochastic Dominance Measures
2. Kurzbeschreibung	This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of stochastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision problems. After the recent widespread liberalization of the energy sector in Europe and the unprecedented growth of energy prices in international commodity markets, we have witnessed a significant convergence of strategic decision problems in the energy and financial sectors. This has often resulted in common open issues and has induced a remarkable effort by the industrial and scientific communities to facilitate the adoption of advanced analytical and decision tools. The main concerns of the financial community over the last decade have suddenly penetrated the energy sector inducing a remarkable scientific and practical effort to address previously unforeseeable management problems. Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Markets Strategies aims to include in a unified framework for the first time an extensive set of contributions related to real-world applied problems in finance and energy, leading to a common methodological approach and in many cases having similar underlying economic and financial implications. Part 1 of the book presents 6 chapters related to financial applications; Part 2 presents 7 chapters on energy applications; and Part 3 presents 5 chapters devoted to specific theoretical and computational issues
SWB-Titel-Idn	351087265
Signatur	Springer E-Book
Bemerkungen	Elektronischer Volltext - Campuslizenz
Elektronische Adresse	$uhttp://dx.doi.org/10.1007/978-1-4419-9586-5
Internetseite / Link	Volltext
Siehe auch	Inhaltstext

ISBD-Anzeige Katalogdatensatz500164842

Kategorien-Anzeige Katalogdatensatz500164842

Titel zur Titelsammlung hinzufügen Katalogdatensatz500164842

Kataloginformation500164842 Datensatzanfang . Kataloginformation500164842 Seitenanfang .

Titel vormerken Katalogdatensatz500164842

Vollanzeige Katalogdaten

Auf diesem Bildschirm erhalten Sie Katalog- und Exemplarinformationen zum ausgewählten Titel.

Im Bereich Kataloginformation werden die bibliographischen Details angezeigt. Per Klick auf Hyperlink-Begriffe wie Schlagwörter, Autoren, Reihen, Körperschaften und Klassifikationen können Sie sich weitere Titel des gewählten Begriffes anzeigen lassen.

Der Bereich Exemplarinformationen enthält zum einen Angaben über den Standort und die Verfügbarkeit der Exemplare. Zum anderen haben Sie die Möglichkeit, ausgeliehene Exemplare vorzumerken oder Exemplare aus dem Magazin zu bestellen.