Practical Financial Optimization: A Library of GAMS Models

(The Wiley Finance Series)

002dad29_medium Author Andrea Consiglio and Soren S Nielson
Isbn 9781405133715
File size 1.4MB
Year 2010
Pages 198
Language English
File format PDF
Category Economics

Book Description:

This companion book thoroughly describes the actual implementation of the majority of the models developed in Practical Financial Optimization, in the General Algebraic Modelling System, GAMS. In addition, the volume contains executable versions of these models, and a CD containing the software needed to execute them.

 

 

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