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Record Nr. |
UNISA996214389703316 |
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Autore |
Maggis Marco |
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Titolo |
On quasiconvex conditional maps : duality results and applications to finance / / Marco Maggis |
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Pubbl/distr/stampa |
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Ledizioni, 2011 |
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Italy : , : Libreria Ledi Srl, , 2011 |
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ISBN |
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Descrizione fisica |
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1 online resource (131 pages) : illustrations; digital, PDF file(s) |
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Collana |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references. |
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Sommario/riassunto |
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Quasiconvex analysis has important applications in several optimization problems in science, economics and in finance, where convexity may be lost due to absence of global risk aversion, as for example in Prospect Theory. |
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