關於本電子書
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
為這本電子書評分
歡迎提供意見。
閱讀資訊
智慧型手機與平板電腦
筆記型電腦和電腦
你可以使用電腦的網路瀏覽器聆聽你在 Google Play 購買的有聲書。
電子書閱讀器與其他裝置
如要在 Kobo 電子閱讀器這類電子書裝置上閱覽書籍，必須將檔案下載並傳輸到該裝置上。請按照說明中心的詳細操作說明，將檔案傳輸到支援的電子閱讀器上。
