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Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

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Finance optimizer

Provides implementations of optimization heuristics and other tools for financial analysis and simulation.

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View on GitHubenricoschumann.net/NMOF

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