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Paperback Convex Duality and Financial Mathematics Book
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ISBN: 3319924915

ISBN13: 9783319924915

Convex Duality and Financial Mathematics

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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...

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Format: Paperback

Condition: New

$79.99
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Related Subjects

Math Mathematics Science & Math

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