Contacto
Como comprar
Entrega
Guia de compras
Convex Duality and Financial Mathematics
Inglês
184 b
Até 30 dias para devoluções
Os clientes também compraram
/
Capa mole
7.09
€
/
Capa mole
23.21
€
/
Artigos de papelaria
8.51
€
This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems and involves maximizing concave utility functions and minimizing convex risk measures. Recently, convex and generalized convex dualities have shown to be crucial in the process of the dynamic hedging of contingent claims. Common underlying principles and connections between different perspectives are developed; results are illustrated through graphs and explained heuristically. This book can be used as a reference and is aimed toward graduate students, researchers and practitioners in mathematics, finance, economics, and optimization. Topics include: Markowitz portfolio theory, growth portfolio theory, fundamental theorem of asset pricing emphasizing the duality between utility optimization and pricing by martingale measures, risk measures and its dual representation, hedging and super-hedging and its relationship with linear programming duality and the duality relationship in dynamic hedging of contingent claims
Sobre o livro
Inglês
Categorias
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Livro de capa dura
108.78
€
/
Capa mole
9.01
€
/
Capa mole
11.24
€
/
Livro de capa dura
65.99
€
/
Capa mole
19.56
€
/
Livro de capa dura
275.66
€
