Consiglio, Andrea

Practical financial optimization : a library of GAMS models / Andrea Consiglio, Søren S. Nielsen, Stavros A. Zenios. - xviii, 177 pages: illustrations; 25 cm.

Fakulti Keusahawanan dan Perniagaan.

Includes bibliographical references (p. [169]) and index.

9781405133715


Finance--Mathematical models.
Financial engineering.
Mathematical optimization.