000			04646nam a22004095i 4500
001			287343
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007			cr nn 008mamaa
008			150903s2011 xxu| o |||| 0|eng d
020			_a9781441995865 _99781441995865
024	7		_a10.1007/9781441995865 _2doi
035			_avtls000339363
039		9	_a201509030316 _bVLOAD _c201404300358 _dVLOAD _y201402060933 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aHD30.23
100	1		_aBertocchi, Marida. _eeditor. _9316468
245	1	0	_aStochastic Optimization Methods in Finance and Energy : _bNew Financial Products and Energy Market Strategies / _cedited by Marida Bertocchi, Giorgio Consigli, Michael A. H. Dempster.
250			_a1.
264		1	_aNew York, NY : _bSpringer New York, _c2011.
300			_axxiv, 476 páginas _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aInternational Series in Operations Research & Management Science, _x0884-8289 ; _v163
500			_aSpringer eBooks
505	0		_aUsing 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			_aThis 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.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aConsigli, Giorgio. _eeditor. _9316469
700	1		_aDempster, Michael A. H. _eeditor. _9316470
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9781441995858
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4419-9586-5 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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