Titlebook: Stochastic Optimization Methods in Finance and Energy; New Financial Produc Marida Bertocchi,Giorgio Consigli,Michael A. H. De Book 2011 Sp

Affluence

诙谐

Structuring Bilateral Energy Contract Portfolios in Competitive Marketsn uncertain parameters are spot price, exogenous water inflow to the hydro system and fuel-oil and gas cost. A mean-risk objective function is considered as a composite function of the expected trading profit and the weighted probability of reaching a given profit target. The expected profit is give

Legend

Tactical Portfolio Planning in the Natural Gas Supply Chain of production fields. The tool takes a global view of the supply chain, including elements such as production fields, booking of transportation capacity, bilateral contracts and spot markets. The bilateral contracts are typically take-or-pay contracts where the buyer’s nomination and the prices are

FLIP

Stochastic Equilibrium Models for Generation Capacity Expansionappeal at the inception of restructuring even though they still offer a lot of possibilities and are in many respect irreplaceable provided they are adapted to the new environment. We introduce stochastic equilibrium versions of these models that we believe provide a relevant context for looking at

记忆法

visceral-fat

Microaneurysm

mucous-membrane

Performance Enhancements for Defined Benefit Pension Plansduration-enhancing overlay rule improves performance during economic contractions. The methodology is evaluated via historical backtests and a highly flexible, forward-looking financial planning tool.

Optimum

syncope

A Decision Support Model for Weekly Operation of Hydrothermal Systems by Stochastic Nonlinear Optimi the reservoir volume depends nonlinearly on the headwater elevation, leading to a large-scale stochastic nonlinear optimization problem, whose formulation and solution are detailed in the case study. An analysis of exhaustive alternatives of computer implementation is also discussed.