Convex Duality and Financial Mathematics

• Κύριοι συγγραφείς: Carr, Peter (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Zhu, Qiji Jim (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: SpringerBriefs in Mathematics,
• Θέματα: Economics, Mathematical .; Game theory.; Operations research.; Management science.; Functions of real variables.; Quantitative Finance.; Game Theory, Economics, Social and Behav. Sciences.; Operations Research, Management Science.; Real Functions.

This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems and involves maximizing concave utility functions and minimizing convex risk measures. Recently, convex and generalized convex dualities hav...

Πίνακας περιεχομένων:

• 1. Convex Duality
• 2. Financial Models in One Period
• 3. Finite Period Financial Models
• 4. Continuous Financial Models
• References.