LIBROS DEL AUTOR: qiji zhu

2 resultados para LIBROS DEL AUTOR: qiji zhu

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  • Convex Duality and Financial Mathematics
    Peter Carr / Qiji Jim Zhu
    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 claim...
    Disponible

    86,67 €

  • Techniques of Variational Analysis
    Jonathan Borwein / Qiji Zhu
    and Notation.- Variational Principles.- Variational Techniques in Subdifferential Theory.- Variational Techniques in Convex Analysis.- Variational Techniques and Multifunctions.- Variational Principles in Nonlinear Functional Analysis.- Variational Techniques In the Presence of Symmetry. ...
    Disponible

    99,66 €