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  • New Financial Products and Energy Market Strategies
    Marida Bertocchi; Giorgio Consigli; Michael A. H. Dempster
    978-1-4419-9586-5
    2011
    Edition 1
    • First collection of real-world case studies formulated and solved as multistage stochastic programs in both the energy and financial sectors
    • Extended analysis of new financial products and related dynamic optimization problems for institutional investors such as pension funds and insurance companies
    • Editors and contributors are leaders in the field
    • Includes supplementary material: sn.pub/extras
    €280 €252
    10% OFF

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