(Mobile library) Practical Financial Optimization: A Library of GAMS Models (The Wiley Finance Series)






 | #3495027 in eBooks |  2009-11-19 |  2009-11-19 | File Name: B00AESR5ZG

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...


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