||1 of 1 people found the following review helpful.| A useful companion to the author's previous book.|By Working_Mathematician|Contrary to another reviewer, I found this book worthwhile even if I'm not a specialist on the subject (but have good working knowledge of GAMS).
Like any book, to appreciate it's value, one must meet a number of prerequisites:
- have knowledge of the mathematical models (this can|From the Back Cover|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 al
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...
[PDF.st21] Practical Financial Optimization: A Library of GAMS Models (The Wiley Finance Series) Rating: 4.88 (760 Votes)
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