Practical financial optimization : a library of GAMS models

Author(s)

• Consiglio, Andrea
• Nielsen, Søren S.
• Zenios, Stavros Andrea

Bibliographic Information

Practical financial optimization : a library of GAMS models

Andrea Consiglio, Søren S. Nielsen, Stavros A. Zenios

Wiley, 2009

• : H/B

Note

Includes bibliographical references and index

Details

• NCID: BA90313095
• ISBN:
  • 9781405133715
• LCCN: 2009007436
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester, England
• Pages/Volumes: xviii, 177 p.
• Size: 25 cm
• Classification:
  • LCC : HG176.7
  • DC22 : 332.01/5196
  • DC : 332.6
• Subject Headings:
  • LCSH : Financial engineering
  • LCSH : Finance -- Mathematical models
  • LCSH : Mathematical optimization