Miss Selfridge

Stochastic Optimization Methods in Finance and Energy: New Financial Products an

Description: Stochastic Optimization Methods in Finance and Energy by Marida Bertocchi, Giorgio Consigli, Michael A.H. Dempster Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description This book presents contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. Coverage also extends to theoretical and computational issues. Publisher Description 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. Author Biography Giorgio Consigli is an Associate Professor, Department of Mathematics, Statistics and Computer Science at the University of Bergamo, Italy. He has been Director the Universitys FinMonitor Research Centre since 2006, and was elected Member of the International Commission on Stochastic Programming (COSP) in 2007. He received his undergraduate degree in Economics (Honors) at the University of Rome, La Sapienza, where he also earned his MS in Banking, and earned his Ph.D. in Mathematics at Cambridge University, where he was supervised by M.A.H. Dempster. Marida Bertocchi has been a Full Professor in Financial Mathematics at University of Bergamo since 1992. She was Dean of the Faculty of Economics and Business Administration from November 1996 to October 2002 and scientific coordinator of the PhD program in "Computational Methods for Economic and Financial Forecasting and Decision Making" since 1992. She acted as a member of the accreditation committee for the Government of Cyprus. She was referee in the EEC Vth framework and she is currently referee for the EEC VIth framework. Michael A. H. Dempster is Professor Emeritus at the Statistical Laboratory, Centre for Mathematical Sciences, Cambridge University. He earned an MA at Oxford University and an MS and Ph.D. at Carnegie Mellon University, and founded the Centre for Financial Research at the Judge Business School at Cambridge. He is currently Managing Director of Cambridge Systems Associates, Ltd., a financial services consultancy. He is author, editor, or translator of 11 books, including the now out of print Large-Scale Linear Programming with George B. Dantzig and Markku Kallio (1981). Details ISBN 1441995854 ISBN-13 9781441995858 Title Stochastic Optimization Methods in Finance and Energy Author Marida Bertocchi, Giorgio Consigli, Michael A.H. Dempster Format Hardcover Year 2011 Pages 476 Edition 2012th Publisher Springer-Verlag New York Inc. GE_Item_ID:140461650; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

Price: 186.85 USD

Location: Fairfield, Ohio

End Time: 2024-02-29T03:25:25.000Z

Shipping Cost: 0 USD

Product Images

Stochastic Optimization Methods in Finance and Energy: New Financial Products an

Item Specifics

Restocking Fee: No

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 30 Days

Refund will be given as: Money Back

ISBN-13: 9781441995858

Book Title: Stochastic Optimization Methods in Finance and Energy

Item Length: 9.3in

Item Width: 6.1in

Author: Marida Ida Bertocchi

Publication Name: Stochastic Optimization Methods in Finance and Energy : New Financial Products and Energy Market Strategies

Format: Hardcover

Language: English

Publisher: Springer NY

Series: International Series in Operations Research and Management Science Ser.

Publication Year: 2011

Type: Textbook

Item Weight: 32.1 Oz

Number of Pages: Xxiv, 476 Pages

Recommended

Optimization of Stochastic Systems : Topics in Discrete-Time Dynamics VG+
Optimization of Stochastic Systems : Topics in Discrete-Time Dynamics VG+

$12.95

View Details
Stochastic Simulation Optimization For Discrete Event Systems: Perturbation: New
Stochastic Simulation Optimization For Discrete Event Systems: Perturbation: New

$29.21

View Details
Stochastic Optimization and Economic Models Hardcover Jati K. Sen
Stochastic Optimization and Economic Models Hardcover Jati K. Sen

$63.85

View Details
Discrete Stochastic Processes and Optimal Filtering (Digital Signal and Image ..
Discrete Stochastic Processes and Optimal Filtering (Digital Signal and Image ..

$22.49

View Details
NUMERICAL METHODS FOR STOCHASTIC CONTROL PROBLEMS IN By Harold Kushner & Paul G.
NUMERICAL METHODS FOR STOCHASTIC CONTROL PROBLEMS IN By Harold Kushner & Paul G.

$113.49

View Details
Stochastic Optimal Control And The U S  Financial Debt Crisis
Stochastic Optimal Control And The U S Financial Debt Crisis

$52.59

View Details
Autonetics Stochastic Optimization Ship Inertial Navigation Systems Report 1960s
Autonetics Stochastic Optimization Ship Inertial Navigation Systems Report 1960s

$49.99

View Details
Stochastic Optimization Methods: Applications In Engineering And Operations...
Stochastic Optimization Methods: Applications In Engineering And Operations...

$157.42

View Details
Continuous-time Stochastic Control and Optimization with Financial Applicati...
Continuous-time Stochastic Control and Optimization with Financial Applicati...

$51.47

View Details
Communication Networks: An Optimization, Control, and Stochastic Networks Pe...
Communication Networks: An Optimization, Control, and Stochastic Networks Pe...

$6.74

View Details