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Product Details 基本信息 ISBN-13 书号 9781405133715 Author 作者 Stavros Zenios Format 版本 精装 Pages Number 页数 198页 Publication Date 出版日期 2009-05-15 Language 语种 英语 Book Contents 内容简介 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
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Product Details 基本信息 ISBN-13 书号 9781405132015 Author 作者 Stavros Zenios Format 版本 平装-胶订 Pages Number 页数 430页 Publication Date 出版日期 2008-02-29 Product Dimensions 商品尺寸 24.4 x 19.1 x 2.2 cm Shipping Weight 商品重量 0.8 kg Language 语种 其它(含多语) Book Contents 内容简介 "Practical Financial Optimization" is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge.Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of modelsAnalyizes real world applications and implications for financial engineersIncludes a list of models a
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