Copied Convex Duality and Financial Mathematics
Convex Duality and Financial Mathematics
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 itsrelationship with linear programming duality and the duality relationship in dynamic hedging of contingent claims.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$59.99 | $59.99 |
|
$59.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Hola, Cangrejito!
$4.49
Analysis and Decision Making in Uncertain Systems
$109.99
Low-Cost Solar Electric Power
$79.99
Action and Responsibility
$109.99
Zwischen den Generationen
$39.99
Mathematik zum Studienbeginn
$29.99
Das Methoden-Repertoire von Lehrern
$59.99
Cultural Computing
$39.99
Financial Accounting
$39.99
Rheumatoid Arthritis and Proteus
$109.99
The Chinese Stock Market Volume II
$109.99
Chemische Technologie der Emailrohmaterialien
$79.99
Child Soldiers as Agents of War and Peace
$179.99
Cellular Vehicle-to-Everything (C-V2X)
$149.00
Diophantine Approximation
$39.99
Superintendent Performance Evaluation: Current Practice and Directions for Improvement
$84.99
Schallabsorber
$37.99
A Pathognomy of Performance
$54.99
Intraprocedural Imaging of Cardiovascular Interventions
$139.99
Emulsion Science
$74.99
Mathematical Theory of Control Systems Design
$109.99
Handbook of Psychosocial Characteristics of Exceptional Children
$169.99
An Intelligent Inspection Planning System for Prismatic Parts on CMMs
$109.99
Developing Web Components with TypeScript
$64.99
Der bildungspolitische Einigungsprozess 1990
$59.99
Measurements, Modelling and Simulation of Dynamic Systems
$119.00
Critical Approaches to Comparative Education
$39.99
Cryptocurrency Compliance and Operations
$44.99
Atom Probe Microscopy
$189.00
The Morphostructure of the Atlantic Ocean Floor
$109.99
Gas Cleaning at High Temperatures
$39.99
Adolescents, Crime, and the Media
$54.99
The Development of Defense Mechanisms
$99.00
Agriculture and Public Goods
$169.99
Youth Studies in Transition: Culture, Generation and New Learning Processes
$109.99
Gasification: Its Role in the Future Technological and Economic Development of the United Kingdom
$219.99
Localizing Foreign Policy
$39.99
Spezielle Relativittstheorie fr jedermann
$17.99
Neue Tabellen und Diagramme fr technische Feuergase und ihre Bestandteile von 0 bis 4000 C
$79.99
Marketing fr Kunstausstellungen
$89.99
