Linear Programming

Optimization problems are all the rage in finance, because they occur so often (or should occur often, as long as you’re on top of the basics of pricing your trades). Enter the IBM DeveloperWorks article on GNU Linear Programming Kit.

This entry was posted on Thursday, August 31st, 2006 at 9:43 pm and is filed under Programming. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.