Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship betwee

In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Alge

The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting sym

This instructive book introduces the key ideas behind practical nonlinear optimization, accompanied by computational examples and supporting software. It combin

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza