LEADER 01094nam0-22003731--450- 001 990005450480403321 005 20081104124725.0 020 $aIT$b6111353 035 $a000545048 035 $aFED01000545048 035 $a(Aleph)000545048FED01 035 $a000545048 100 $a19990604d1961----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $aa-------001yy 200 1 $aStoria economica di Venezia dall'11. al 16. secolo$fGino Luzzatto 210 $aVenezia$cCentro internazionale delle arti e del costume$d1961 215 $a298 p., 12 c. di tav.$cill.$d25 cm 610 0 $aStoria economica 676 $a945.3 676 $a330.9 700 1$aLuzzatto,$bGino$f<1878-1964>$044964 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990005450480403321 952 $a945.3 LUZ 1$bST.MED.MOD. 3878$fFLFBC 952 $aSDI-XXIII B 27$bs.i.$fSDI 952 $aSE 06.010.016-$b027533$fDECSE 959 $aFLFBC 959 $aSDI 959 $aDECSE 996 $aStoria economica di Venezia dall'11. al 16. secolo$9500626 997 $aUNINA LEADER 02511nam0 2200565 i 450 001 VAN0124620 005 20230628124126.229 017 70$2N$a9783319924922 100 $a20191022d2018 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aConvex Duality and Financial Mathematics$fPeter Carr, Qiji Jim Zhu 210 $aCham$cSpringer$d2018 215 $axiii, 152 p.$cill.$d24 cm 410 1$1001VAN0102596$12001 $aSpringerBriefs in mathematics$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0236189$aConvex Duality and Financial Mathematics$91564692 606 $a90C25$xConvex programming [MSC 2020]$3VANC019709$2MF 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 606 $a52A41$xConvex functions and convex programs in convex geometry [MSC 2020]$3VANC020312$2MF 606 $a60J60$xDiffusion processes [MSC 2020]$3VANC021477$2MF 606 $a49N15$xDuality theory (optimization) [MSC 2020]$3VANC021538$2MF 606 $a26B25$xConvexity of real functions of several variables, generalizations [MSC 2020]$3VANC022447$2MF 606 $a91Bxx$xMathematical economics [MSC 2020]$3VANC024654$2MF 610 $aArbitrage$9KW:K 610 $aAsset pricing$9KW:K 610 $aConvex duality$9KW:K 610 $aFenchel conjugate$9KW:K 610 $aFinancial derivatives$9KW:K 610 $aFinancial markets$9KW:K 610 $aHedging$9KW:K 610 $aLagrange multipliers$9KW:K 610 $aMartingale measure$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aRisk measures$9KW:K 610 $aUtility function$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aCarr$bPeter$3VANV096060$0768224 701 1$aZhu$bQiji J.$3VANV047799$0725538 712 $aSpringer $3VANV108073$4650 790 1$aZhu, Q.J.$zZhu, Qiji J.$3VANV064771 790 1$aZhu, Q. J.$zZhu, Qiji J.$3VANV064772 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-319-92492-2$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0124620 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1084 $e08eMF1084 20191022 996 $aConvex Duality and Financial Mathematics$91564692 997 $aUNICAMPANIA