Upload

Loading...

NAG, optimization and finance - part 2

669 views

Loading...

Loading...

Loading...

Rating is available when the video has been rented.
This feature is not available right now. Please try again later.
Uploaded on Jun 10, 2011

This is part 2 of a talk on using the NAG Library for optimizing financial portfolios, briefly explaining the Markowitz model as a method for obtaining portfolios that correspond to a given return with minimum risk, and showing demos in Excel and MATLAB which call NAG routines to implement this method.

All Comments

Comments are disabled for this video.
When autoplay is enabled, a suggested video will automatically play next.

Up Next


to add this to Watch Later

Add to

Loading playlists...