Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu

• Autore: Carr, Peter
• Pubblicazione: Cham, : Springer, 2018
• Titolo uniforme: Convex Duality and Financial Mathematics
• Descrizione fisica: xiii, 152 p. : ill. ; 24 cm
• Soggetto topico: 90C25 - Convex programming [MSC 2020]; 91Gxx - Actuarial science and mathematical finance [MSC 2020]; 52A41 - Convex functions and convex programs in convex geometry [MSC 2020]; 60J60 - Diffusion processes [MSC 2020]; 49N15 - Duality theory (optimization) [MSC 2020]; 26B25 - Convexity of real functions of several variables, generalizations [MSC 2020]; 91Bxx - Mathematical economics [MSC 2020]
• Soggetto non controllato: Arbitrage; Asset pricing; Convex duality; Fenchel conjugate; Financial derivatives; Financial markets; Hedging; Lagrange multipliers; Martingale measure; Quantitative Finance; Risk measures; Utility function
• Altri autori: Zhu, Qiji J.
• Titolo autorizzato: Convex Duality and Financial Mathematics
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0124620
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-92492-2
• Serie: SpringerBriefs in mathematics Berlin [etc.] . -Springer