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.
Stochastic Optimization Methods in Finance and Energy
RRP:
$357.00
Description
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.
This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from...
This book examines optimization problems that in practice involve random model parameters. It outlines the computation of robust optimal solutions, i.e., optimal solutions that are insensitive to...
In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics, finance, and actuarial science naturally...
Discover your next great read at BookLoop, Australiand online bookstore offering a vast selection of titles across various genres and interests. Whether you're curious about what's trending or searching for graphic novels that captivate, thrilling crime and mystery fiction, or exhilarating action and adventure stories, our curated collections have something for every reader. Delve into imaginative fantasy worlds or explore the realms of science fiction that challenge the boundaries of reality. Fans of contemporary narratives will find compelling stories in our contemporary fiction section. Embark on epic journeys with our fantasy and science fiction titles,
Shop Trending Books and New Releases
Explore our new releases for the most recent additions in romance books, fantasy books, graphic novels, crime and mystery books, science fiction books as well as biographies, cookbooks, self help books, tarot cards, fortunetelling and much more. With titles covering current trends, booktok and bookstagram recommendations, and emerging authors, BookLoop remains your go-to local australian bookstore for buying books online across all book genres.
Shop Best Books By Collection
Stay updated with the literary world by browsing our trending books, featuring the latest bestsellers and critically acclaimed works. Explore titles from popular brands like Minecraft, Pokemon, Star Wars, Bluey, Lonely Planet, ABIA award winners, Peppa Pig, and our specialised collection of ADHD books. At BookLoop, we are committed to providing a diverse and enriching reading experience for all.
Sign In
your cart
Your cart is empty
Menu
Search
PRE-SALES
If you have any questions before making a purchase chat with our online operators to get more information.
