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Convex Duality and Financial Mathematics

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Emphasizes a heuristic understanding of convex duality in financial mathematics Introduces arbitrage pricing, utility maximization, and risk measures via convex duality Provides real-world financial applications

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Emphasizes a heuristic understanding of convex duality in financial mathematics Introduces arbitrage pricing, utility maximization, and risk measures via convex duality Provides real-world financial applications

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9783319924915
Publisher
Springer
Year
2018
Pages
XIII, 152 p.
Series Title
SpringerBriefs in Mathematics
Language
English
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