Stochastic Optimization Methods in Finance and Energy New Financial Products and Energy Market Strategies /
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 f...
| Corporate Author: | |
|---|---|
| Other Authors: | , , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2011.
|
| Edition: | 1. |
| Series: | International Series in Operations Research & Management Science,
163 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- 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.
