Practical financial optimization : a library of GAMS models /

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In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. 'GAMS' consists of a language which allows a high-level, algebraic representation of mathematical models a...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Consiglio, Andrea
Otros Autores: Nielsen, Søren S., Zenios, Stavros Andrea
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, U.K. : Wiley, 2009.
Colección:Wiley finance series.
Temas:
Financial engineering.
Finance > Mathematical models.
Mathematical optimization.
Ingénierie financière.
Finances > Modèles mathématiques.
Optimisation mathématique.
BUSINESS & ECONOMICS > Economics > Theory.
Finance > Mathematical models
Financial engineering
Mathematical optimization
Optimierung
GAMS > Programm
Financial Engineering
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
Sumario:In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. 'GAMS' consists of a language which allows a high-level, algebraic representation of mathematical models and a set of solvers - numerical algorithms - to solve them. The system was developed in response to the need for powerful and flexible front-end tools to manage large, real-life models. The work begins with an overview of the structure of the GAMS language, and discusses issues relating to the manage.
Descripción Física:1 online resource (xviii, 177 pages) : illustrations
Bibliografía:Includes bibliographical references (page 169) and index.
ISBN:9781118467183
1118467183
9781444302233
144430223X
1283406934
9781283406932
9786613406934
6613406937
0470744286
9780470744284

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