Description: Stochastic Optimization Methods in Finance and Energy Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). New Financial Products and Energy Market Strategies Author(s): Marida Bertocchi, Giorgio Consigli, Michael A. H. Dempster Format: Hardback Publisher: Springer-Verlag New York Inc., United States Imprint: Springer-Verlag New York Inc. ISBN-13: 9781441995858, 978-1441995858 Synopsis 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.
Price: 105.15 GBP
Location: Aldershot
End Time: 2025-01-06T09:22:55.000Z
Shipping Cost: 38.35 GBP
Product Images
Item Specifics
Return postage will be paid by: Buyer
Returns Accepted: Returns Accepted
After receiving the item, your buyer should cancel the purchase within: 60 days
Return policy details:
Book Title: Stochastic Optimization Methods in Finance and Energy
Number of Pages: 476 Pages
Language: English
Publication Name: Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies
Publisher: Springer-Verlag New York Inc.
Publication Year: 2011
Subject: Economics, Engineering & Technology, Mathematics, Management, Business
Item Height: 235 mm
Item Weight: 910 g
Type: Textbook
Author: Marida Bertocchi, Giorgio Consigli, Michael A. H. Dempster
Subject Area: Data Analysis
Series: International Series in Operations Research & Management Science
Item Width: 155 mm
Format: Hardcover
