Bibliography
[1] A. Brooke, D. Kendrick, and A. Meeraus. GAMS: A User’s Guide, Release 2.25 . The Scientific Press, Boyd and Fraser Publishing Company, Danvers, US, 1992.
[2] Y. Censor and S.A. Zenios. Parallel Optimization: Theory, Algorithms, and Applications . Numerical Mathematics and Scientific Computation. Oxford University Press, New York, 1997.
[3] H. Dahl. A flexible approach to interest rate risk management. In S.A. Zenios, editor, Financial Optimization, chapter 8, pages 189-208. Cambridge University Press, Cambridge, UK, 1993.
[4] S.G. Nash and A. Sofer. Linear and Nonlinear Programming . McGraw-Hill, New York, 1996.
[5] S. Uryasev and R.T. Rockafellar. Optimization of conditional value-at-risk. Journal of Risk, 2(3),21 - 41, 2000.
[6] S.A. Zenios. Practical Financial Optimization: Decision Making for Financial Engineering . Blackwell Publishing, Cambridge, MA, 2007.
..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset
3.15.237.31