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Practical financial optimization : decision making for financial engineers

Zenios, Stauros Andrea; Zenios, Stauros Andrea - 2007 - 1. publ.

Persistent link: https://www.econbiz.de/10002795544

Scenario optimization asset and liability modeling for endowments with guarantees

Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001536992

The value of integrative risk management for insurance products with guarantees

Consiglio, Andrea (contributor); Cocco, Flavio (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001566867

A model for designing callable bonds and its solution using tabu search

Consiglio, Andrea - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1445-1470

Persistent link: https://www.econbiz.de/10001222037

The value of integrative risk management for insurance products with guarantees

Consiglio, Andrea; Cocco, Flavio; Zenios, Stauros Andrea - In: Financial engineering, E-commerce and supply chain, (pp. 59-74). 2002

Persistent link: https://www.econbiz.de/10001746973

Generating multi-factor arbitrage-free scenario trees with global optimization

Consiglio, Andrea; Carollo, Angelo; Zenios, Stauros Andrea - 2014

Persistent link: https://www.econbiz.de/10010243999

Practical Financial Optimization : A Library of GAMS Models

Zenios, Stauros Andrea - 2011

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...

Persistent link: https://www.econbiz.de/10012676392

Modeling languages in computational economics : GAMS

Zenios, Stauros Andrea - 1996

Persistent link: https://www.econbiz.de/10001328178

Balancing large social accounting matrices with nonlinear network programming

Drud, Arne; Zenios, Stauros Andrea; Mulvey, John M. - 1986

Persistent link: https://www.econbiz.de/10000691855

Stochastic programming models for portfolio optimization with mortgage backed securities : comprehensive research guide

MacKendall, Raymond A. - In: Operations research models in quantitative finance : …, (pp. 134-171). 1994

Persistent link: https://www.econbiz.de/10001315480