Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies

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

Bertocchi, Marida
Consigli, Giorgio
Dempster, Michael A. H.

Paperback

Series: International Operations Research & Management Science, Book 163

Business GeneralTechnology & EngineeringGeneral Mathematics

ISBN10: 1461430275
ISBN13: 9781461430278
Publisher: Springer Nature
Published: Oct 27 2013
Pages: 476
Weight: 1.53
Height: 1.01 Width: 6.14 Depth: 9.21
Language: English

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.

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