Duality in Mathematical Finance 2025 pdf epub mobi 電子書 下載

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Duality in Mathematical Finance pdf epub mobi 圖書描述

This monograph presents an advanced and unified treatment of four important issues that have dominated the theoretical research in mathematical finance for the last ten years: (1) the fundamental theorem of asset pricing; (2) utility maximization in incomplete markets; (3) pricing in incomplete markets; (4) the risk measurement of a static payoff and of a cash-flow stream. The powerful tools of convex analysis and duality theory are systematically applied to investigate these topics, under very general assumptions on the financial markets. This duality approach reveals the prominent role of the investora (TM)s preferences in all these fundamental issues and contributes to a deeper understanding of the economic aspects of the theory.

Duality in Mathematical Finance 2025 pdf epub mobi 電子書 下載

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發表於2025-01-10

Duality in Mathematical Finance 2025 pdf epub mobi 電子書 下載

Duality in Mathematical Finance 2025 pdf epub mobi 電子書 下載

Duality in Mathematical Finance 2025 pdf epub mobi 電子書 下載

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