Practical financial optimization a library of GAMS models
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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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
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Chichester, U.K.
Wiley
2009
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| Series: | The Wiley Finance Series
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| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | 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 |
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| Physical Description: | xviii, 177 pages illustrations |
| ISBN: | 9781283406932 9781444302233 0470744286 9786613406934 1283406934 6613406937 144430223X 1118467183 9781118467183 |