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Practical Financial Optimization : a Library of GAMS Models.
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons,
2009.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Zenios, Stavros A. | |
| 245 | 1 | 0 | |a Practical Financial Optimization : |b a Library of GAMS Models. |
| 260 | |a Hoboken : |b John Wiley & Sons, |c 2009. | ||
| 300 | |a 1 online resource (270 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 505 | 0 | |a Title Page; Copyright Page; Dedication; Preface; Acknowledgements; Notation; Chapter 1 -- An Introduction to the GAMS Modeling System; Chapter 2 -- Data Management; Chapter 3 -- Mean-Variance Portfolio Optimization; Chapter 4 -- Portfolio Models for Fixed Income; Chapter 5 -- Scenario Optimization; Chapter 6 -- Dynamic Portfolio Optimization with Stochastic Programming; Chapter 7 -- Index Funds; Chapter 8 -- Case Studies in Financial Optimization; Bibliography; Index. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references (page 169) and index. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Financial engineering. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Mathematical optimization. | |
| 650 | 6 | |a Ingénierie financière. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Optimisation mathématique. | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Financial engineering |2 fast | |
| 650 | 7 | |a Mathematical optimization |2 fast | |
| 700 | 1 | |a Nielson, Soren S. | |
| 700 | 1 | |a Consiglio, Andrea. | |
| 758 | |i has work: |a Practical financial optimization (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGmWj7MbQmBq8fmHV3jP33 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Zenios, Stavros A. |t Practical Financial Optimization : A Library of GAMS Models. |d Hoboken : John Wiley & Sons, Inc., ©2009 |z 9781405133715 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=564897 |z Texto completo |
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