Practical Financial Optimization : a Library of GAMS Models.

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Optimization is concerned with the representation and solution of models. Models can be represented in a number of ways, and they can be solved using a number of methods or algorithms. The General Algebraic Modeling System, GAMS, is a system for formulating and solving optimization models. It consis...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Zenios, Stavros A.
Otros Autores: Nielson, Soren S., Consiglio, Andrea
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : John Wiley & Sons, 2009.
Temas:
Financial engineering.
Finance > Mathematical models.
Mathematical optimization.
Ingénierie financière.
Finances > Modèles mathématiques.
Optimisation mathématique.
Finance > Mathematical models
Financial engineering
Mathematical optimization
Acceso en línea:Texto completo
Descripción
Sumario:Optimization is concerned with the representation and solution of models. Models can be represented in a number of ways, and they can be solved using a number of methods or algorithms. The General Algebraic Modeling System, GAMS, is a system for formulating and solving optimization models. It consists of a language which allows a high-level, algebraic representation of mathematical models, and a set of solvers to solve them. This title provides a stable of GAMS models which can be adapted for use for particular optimization purposes. It sets out GAMS language and the basics of data management i.
Descripción Física:1 online resource (270 pages)
Bibliografía:Includes bibliographical references (page 169) and index.
ISBN:9781444302233
144430223X
1405133716
9781405133715

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