Convex Duality and Financial Mathematics

Convex Duality and Financial Mathematics by Peter Carr, Qiji Jim Zhu.

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 hav...

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Bibliographic Details
Main Authors: Carr, Peter (Author), Zhu, Qiji Jim (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:SpringerBriefs in Mathematics,
Springer eBook Collection.
Subjects:
Economics, Mathematical .
Game theory.
Operations research.
Management science.
Functions of real variables.
Electronic resources (E-books)
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