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

• Corporate Author: SpringerLink (Online service)
• Other Authors: Bertocchi, Marida (Editor), Consigli, Giorgio (Editor), Dempster, Michael A. H. (Editor)
• 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: Business.; Operations research.; Decision making.; Mathematical optimization.; Energy industries.; Macroeconomics.; Business and Management.; Operation Research/Decision Theory.; Energy Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Optimization.

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...