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...
Autor principal: | |
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Otros Autores: | , |
Formato: | Libro electrónico |
Idioma: | Inglés |
Publicado: |
Chichester, U.K. :
Wiley
2009.
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Edición: | 1st edition |
Colección: | Wiley finance series.
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Materias: | |
Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627922206719 |
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 |
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Notas: | Description based upon print version of record. |
Descripción Física: | 1 online resource (199 p.) |
Bibliografía: | Includes bibliographical references (p. [169]) and index. |
ISBN: | 9781283406932 9786613406934 9780470744284 9781118467183 9781444302233 |