Registration - GAMS
Registration - GAMS
Registration - GAMS
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Prerequisites :<br />
The course is aimed for practitioners in the field of portfolio or risk management or students of a<br />
finance program.<br />
No knowledge of <strong>GAMS</strong> is required, but to prepare for the course it is recommended to download<br />
the current version of <strong>GAMS</strong> (http://gams.com/download/) on your laptop computers (windows<br />
machines in order to use the <strong>GAMS</strong>/EXCEL link as well) and go through the short <strong>GAMS</strong> tutorial<br />
(http://www.gams.com/dd/docs/gams/Tutorial.pdf).<br />
Participants will also receive course material (lecture notes, slides and the book “Practical Financial<br />
Optimization, Decision Making for Financial Engineers” by Stavros Zenios) at the first day of the<br />
course. Upon request lecture notes and slides will be sent to the participants after registration.<br />
The venue :<br />
The course is held at the Andel’s hotel in Prague (http://www.vi-hotels.com/en/andels-prague/). The<br />
hotel is located near Pragues historical centre with easy access to trams, metro, shopping centres,<br />
fitness, theatre, several good restaurants, parks, the brewery Staropramen …<br />
<strong>Registration</strong>:<br />
Fax or e-mail the fulfilled and signed registration form (last page of this document) to <strong>GAMS</strong><br />
GmbH.<br />
Lecturer: Kourosh Marjani Rasmussen, Email: kmra@dtu.dk<br />
Kourosh has a PhD in Financial Optimization and is an associate professor at the Technical<br />
University of Denmark, where he teaches and conducts research within financial optimization.<br />
Kourosh has combined work in the industry with academia. From 2006-2010 he worked as a<br />
financial engineer with product and system development at Nykredit (the biggest Danish<br />
mortgage bank) and since 2010 he has worked as a consultant to the financial institutions.<br />
As part of his consultancy work he has developed a new advisory system for mortgage backed<br />
loans, an optimization model for life cycle wealth management of private household in<br />
sdfsfsfsfsfds Denmark and worked extensively with scenario generation and asset allocation problems<br />
especially index based strategic investments.<br />
Kourosh has been teaching the course “Optimization in Finance” at the technical university of<br />
Denmark since 2005, and is the founder of the master program “Financial Engineering” at the<br />
same university.<br />
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