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Title: Optimization Software for Financial Mathematics
Speaker: Hans D. Mittelmann (Department of Math & Stats, Arizona State University)
Date: 05 January 2009
Time: department of mathematics indian institute of science, bangalore
Venue: 02:30

Information about available software to solve a large variety of optimization problems is provided at plato.asu.edu/guide.html while some of this software is evaluated at plato.asu.edu/bench.html. Starting with these sources an overview will be given on codes that are particularly useful for applications in mathematical finance.


Contact: +91 (80) 2293 2711, +91 (80) 2293 2265 ;     E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 24 Jun 2024