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E-BooksConvex Duality and Financial Mathematics



Convex Duality and Financial Mathematics
Convex Duality and Financial Mathematics by Peter Carr
English | PDF,EPUB | 2018 | 162 Pages | ISBN : 3319924915 | 10.31 MB

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.

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PortableDuality Software Calendarscope 7.7.1 Portable



Duality Software Calendarscope 7.7.1 Portable

Duality Software Calendarscope 7.7.1 Portable | 8.2 MB

Calendarscope is a full-featured calendar software for planning, managing, and scheduling appointments, meetings, birthdays, vacations, special events. It allows you to view all your events in a daily, weekly, monthly, or yearly overview. You can get a quick look at the events of a single day in any calendar view.

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