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110909s2011 xxu| s |||| 0|eng d |
| 020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
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| International Standard Book Number |
9781441995865 |
| -- |
978-1-4419-9586-5 |
| 040 ## - FUENTE DE CATALOGACIÓN |
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| Transcribing agency |
MX-MeUAM |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
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| Classification number |
HD30.23 |
| 082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
|---|
| Classification number |
658.40301 |
| Edition number |
23 |
| 100 1# - ASIENTO PRINCIPAL--NOMBRE PERSONAL |
|---|
| Personal name |
Bertocchi, Marida. |
| Relator term |
editor. |
| 245 10 - MENCIÓN DE TITULO |
|---|
| Title |
Stochastic Optimization Methods in Finance and Energy |
| Medium |
[recurso electrónico] : |
| 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 ## - MENCIÓN DE EDICIÓN |
|---|
| Edition statement |
1. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
| 300 ## - DESCRIPCIÓN FÍSICA |
|---|
| Extent |
XXIV, 476 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - MENCIÓN DE SERIE |
|---|
| Series statement |
International Series in Operations Research & Management Science, |
| International Standard Serial Number |
0884-8289 ; |
| Volume/sequential designation |
163 |
| 505 0# - NOTA DE CONTENIDO |
|---|
| 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 ## - NOTA DE RESUMEN, 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. |
| 596 ## - |
|---|
| -- |
19 |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Economics. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Mathematical optimization. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Engineering economy. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Finance. |
| 650 14 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Economics/Management Science. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Operations Research/Decision Theory. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Energy Economics. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Financial Economics. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Optimization. |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
|---|
| Personal name |
Consigli, Giorgio. |
| Relator term |
editor. |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
|---|
| Personal name |
Dempster, Michael A. H. |
| Relator term |
editor. |
| 710 2# - ASIENTO SECUNDARIO - NOMBRE CORPORATIVO |
|---|
| 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 |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9781441995858 |
| 830 #0 - ASIENTO SECUNDARIO DE SERIE--TITULO UNIFORME |
|---|
| Uniform title |
International Series in Operations Research & Management Science, |
| International Standard Serial Number |
0884-8289 ; |
| Volume number/sequential designation |
163 |
| 856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
|---|
| Public note |
Libro electrónico |
| Uniform Resource Identifier |
<a href="http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-1-4419-9586-5">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-1-4419-9586-5</a> |
| 942 ## - TIPO DE MATERIAL (KOHA) |
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| Koha item type |
Libro Electrónico |
