02731nam0 2200637 i 450 VAN0012462020260902025328.517N9783319924922159148394120191022d2018 |0itac50 baengCH|||| |||||i e bcrConvex duality and financial mathematicsPeter Carr, Qiji Jim ZhuChamSpringer20181 testo elettronico (XIII, 152 p.ill.)001VAN001025962001 SpringerBriefs in mathematics210 Berlin [etc.]Springer2011-VAN00236189Convex Duality and Financial Mathematics156469226B25Convexity of real functions of several variables, generalizations [MSC 2020]VANC022447MF49N15Duality theory (optimization) [MSC 2020]VANC021538MF52A41Convex functions and convex programs in convex geometry [MSC 2020]VANC020312MF60J60Diffusion processes [MSC 2020]VANC021477MF90C25Convex programming [MSC 2020]VANC019709MF91BxxMathematical economics [MSC 2020]VANC024654MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MFArbitrageKW:KAsset PricingKW:KConvex dualityKW:KFenchel conjugateKW:KFinancial derivativesKW:KFinancial marketsKW:KHedgingKW:KLagrange multipliersKW:KMartingale measureKW:KQuantitative FinanceKW:KRisk measuresKW:KUtility theoryKW:KCHChamVANL001889CarrPeterVANV096060768224ZhuQiji J.VANV047799725538Springer <editore>VANV108073650Carr, P.Carr, PeterVANV275232Zhu, Q.J.Zhu, Qiji J.VANV064771Zhu, Q. J.Zhu, Qiji J.VANV064772Zhu, Qiji JimZhu, Qiji J.VANV266931ITSOL20260904RICAhttp://doi.org/10.1007/978-3-319-92492-2E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00124620BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 1084 08eMF1084 20191022 Convex Duality and Financial Mathematics1564692UNICAMPANIA