Alex Meeraus, unquestionably the father of algebraic modeling languages and the founder of GAMS Development Corporation, has been not only a constant source of encouragement and a solid sounding board for ideas, but he also added a helping hand in compiling the library that accompanies this volume.

Over the years we have benefited from interaction with numerous collaborators. They all have had a significant impact on our work with financial modeling, and we thank them in strictly alphabetical order: Andrea Beltratti, Marida Bertocchi, Flavio Cocco, Rita D’Ecclesia, Rosella Giacometti, Ben Golub, Martin Holmer, Norbert Jobst, Roy Kouwenberg, Franz Nelissen, David Saunders, Nicholas Topaloglou, Hercules Vladimirou.

Sadly, during the writing of this book our colleague, student, and good friend Søren S. Nielsen passed away. His fingerprints are everywhere in this book, from the writing of the introduction to the GAMS modeling system, from the discussion of the models in several chapters, to the GAMS implementation of many models. The long delay in completing this volume is a sign of the great value that Søren added to the team, and his name features deservedly as a coauthor. But what was felt most was the absence of his great sense of humor during the long hours we toiled, occasionally together with Alex Meeraus, to complete this book and the accompanying FINLIB library.

This work was funded in part through European Commission contract ICA1-CT-2000- 70015 establishing the HERMES Center of Excellence on Computational Finance and Economics , and also through research grants from the National Science Foundation (USA), Consiglio Nazionale delle Ricerche (Italy) and the Cyprus Research Promotion Foundation. Andrea Consiglio was partially supported by the research grant PRIN 2007TKLTSR.

Sincere appreciation is due to the Wiley editor Caitlin Cornish and assistant Aimee Dibbens who saw this project through with the utmost professionalism and good humor. Thanks for editing go to Kathy Stephanides; she did a superb job, thus allowing us to take the full credit for any remaining errors.