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