Description: Convex Duality and Financial Mathematics by Peter Carr, Qiji Jim Zhu Estimated delivery 3-12 business days Format Paperback Condition Brand New Description 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 Details ISBN 3319924915 ISBN-13 9783319924915 Title Convex Duality and Financial Mathematics Author Peter Carr, Qiji Jim Zhu Format Paperback Year 2018 Pages 152 Edition 1st Publisher Springer International Publishing AG GE_Item_ID:137843754; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 93.58 USD
Location: Fairfield, Ohio
End Time: 2024-12-29T03:26:11.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9783319924915
Book Title: Convex Duality and Financial Mathematics
Number of Pages: Xiii, 152 Pages
Language: English
Publication Name: Convex Duality and Mathematical Finance
Publisher: Springer International Publishing A&G
Publication Year: 2018
Subject: Game Theory, Operations Research, Applied, Business Mathematics, Mathematical Analysis
Type: Textbook
Item Weight: 16 Oz
Author: Qiji Jim Zhu, Peter Carr
Item Length: 9.3 in
Subject Area: Mathematics, Business & Economics
Item Width: 6.1 in
Series: Springerbriefs in Mathematics Ser.
Format: Trade Paperback
