Ebooks de Qiji Jim Zhu en PDF et EPUB

2 Livre(s)
Télécharger le livre : Scalar and Vector Risk in the General Framework of Portfolio Theory
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Scalar and Vector Risk in the General Framework of Portfolio Theory
Pedro Júdice , Stanislaus Maier-Paape , Andreas Platen , Qiji Jim Zhu
This book is the culmination of the authors’ industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical...

Editeur : Springer
Parution : 2023-09-01
Collection : CMS/CAIMS Books in Mathematics
PDF, ePub

137,14 €
Télécharger le livre : Convex Duality and Financial Mathematics
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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...

Editeur : Springer
Parution : 2018-07-18
Collection : SpringerBriefs in Mathematics
PDF, ePub

73,84 €