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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Consiglio, Andrea
Other Authors: Nielsen, Søren S., Zenios, Stavros Andrea
Format: Electronic eBook
Language:Inglés
Published: Chichester, U.K. : Wiley, 2009.
Series:Wiley finance series.
Subjects:
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
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