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  1. Practical Financial Optimization: A Library of GAMS Models (Inbunden)

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    Editor:stavros A. Zenios

    ISBN: 9781405133715 - UTGIVEN: 2010-02-28

    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. This title provides a set of models for portfolio optimization, based on the GAMS.[...]

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    från 708.00 kr