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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 while some of this software is evaluated at 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