Practical financial optimization
Subtitle: a library of GAMS models
By: Andrea Consiglio, Søren S. Nielsen, Stavros A. Zenios.
Contributors: Nielsen, Søren S.; Zenios, Stavros Andrea.
Publisher: Blackwell Pub.
Published: 2009
Place of publication: Malden, MA
Language: eng
ISBN-13: 9781405133715
Subjects: Financial engineering; Finance -- Mathematical models; Mathematical optimization
Notes: Includes bibliographical references and index.