Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
Autore | Carr, Peter |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xiii, 152 p. : ill. ; 24 cm |
Altri autori (Persone) | Zhu, Qiji J. |
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 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124620 |
Carr, Peter
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Cham, : Springer, 2018 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Convex Duality and Financial Mathematics / Peter Carr, Qiji Jim Zhu |
Autore | Carr, Peter |
Edizione | [Cham : Springer, 2018] |
Pubbl/distr/stampa | xiii, 152 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Zhu, Qiji J. |
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] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0124620 |
Carr, Peter
![]() |
||
xiii, 152 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|