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A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.

Basic Financial Models

These are some basic financial models developed for a course in financial optimization at Lehigh University. They are implemented in the modeling languages AMPL, Pyomo, and PuLP. The course Web site is here:

http://coral.ie.lehigh.edu/~ted/teaching/ie447

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verified publisher icon tkralphs

Metadata

A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.

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