Ebook Stochastic optimization methods in finance and energy: New financial products and energy market strategies

Ebook "Stochastic optimization methods in finance and energy: New financial products and energy market strategies" 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.

Từ khóa: Stochastic optimization methods in finance and energy, Stochastic optimization methods, Financial products, Energy market strategies, Hedging market, Corporate bond portfolios, Dynamic portfolio management