Convex Duality and Financial Mathematics

Author:   Peter Carr ,  Qiji Jim Zhu
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2018
ISBN:  

9783319924915


Pages:   152
Publication Date:   28 July 2018
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Convex Duality and Financial Mathematics


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Author:   Peter Carr ,  Qiji Jim Zhu
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2018
Weight:   0.454kg
ISBN:  

9783319924915


ISBN 10:   3319924915
Pages:   152
Publication Date:   28 July 2018
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1. Convex Duality.- 2. Financial Models in One Period.- 3. Finite Period Financial Models.- 4. Continuous Financial Models.- References.

Reviews

This comprehensive work is prepared in a thoughtful way, rigorously and well-organized. ... This book can be used as a reference and is aimed toward graduate students, researchers and practitioners in mathematics, finance, economics, and optimization. ... This excellent book is very well embedded into the scientific landscapes of both financial mathematics and convex optimization, including numerous future potentials, very well exemplified and illustrated, and very well written. (Gerhard-Wilhelm Weber, zbMath 1416.91003, 2019)


“This comprehensive work is prepared in a thoughtful way, rigorously and well-organized. … This book can be used as a reference and is aimed toward graduate students, researchers and practitioners in mathematics, finance, economics, and optimization. … This excellent book is very well embedded into the scientific landscapes of both financial mathematics and convex optimization, including numerous future potentials, very well exemplified and illustrated, and very well written.” (Gerhard-Wilhelm Weber, zbMath 1416.91003, 2019)


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