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Stochastic Optimization Methods in Finance and Energy (Record no. 25360)

000 -LEADER
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003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310152706.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110909s2011 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781441995865
978-1-4419-9586-5
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD30.23
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 658.40301
Edition number 23
264 #1 -
-- New York, NY :
-- Springer New York,
-- 2011.
912 ## -
-- ZDB-2-SBE
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Bertocchi, Marida.
Relator term editor.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Stochastic Optimization Methods in Finance and Energy
Medium [electronic resource] :
Remainder of title New Financial Products and Energy Market Strategies /
Statement of responsibility, etc edited by Marida Bertocchi, Giorgio Consigli, Michael A. H. Dempster.
250 ## - EDITION STATEMENT
Edition statement 1.
300 ## - PHYSICAL DESCRIPTION
Extent XXIV, 476 p.
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title International Series in Operations Research & Management Science,
International Standard Serial Number 0884-8289 ;
Volume number/sequential designation 163
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
520 ## - SUMMARY, ETC.
Summary, etc 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics.
Topical term or geographic name as entry element Mathematical optimization.
Topical term or geographic name as entry element Engineering economy.
Topical term or geographic name as entry element Finance.
Topical term or geographic name as entry element Economics/Management Science.
Topical term or geographic name as entry element Operations Research/Decision Theory.
Topical term or geographic name as entry element Energy Economics.
Topical term or geographic name as entry element Financial Economics.
Topical term or geographic name as entry element Optimization.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Consigli, Giorgio.
Relator term editor.
Personal name Dempster, Michael A. H.
Relator term editor.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9781441995858
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-1-4419-9586-5
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-10AUM Main Library2014-04-10 2014-04-10 E-Book   AUM Main Library658.40301
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