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

by Marida Bertocchi

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 1461430275
• ISBN13: 9781461430278
• Release Date: October 2013
• Publisher: Springer
• Length: 476 Pages
• Weight: 1.53 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"