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Peter Carr Gedenkschrift: Research Advances In Mathematical Finance
This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift shortly after his passing. The papers were received by September 15, 2022 and some were presented at the Peter Carr Gedenkschrift Conference held at the Robert H Smith School of Business on November 11, 2022. The contributed papers cover a wide range of topics corresponding to the vast range of Peter's interests. Each paper represents new research results in recognition of Peter's scholarly activities....
Escape from the Ghetto
This captivating true story of one boy's flight across Europe to escape the Nazis is a tale of extraordinary courage, incredible adventure, and the relentless pursuit of freedom in the face of insurmountable challenges. In early 1940 Chaim Herszman was locked in to the Lódz Ghetto in Poland. Hungry, fearless, and determined, Chaim goes on scavenging missions outside the wire fence—where one day he is forced to kill a Nazi guard to protect his secret. That moment changes the course of his life and sets him on an unbelievable adventure across enemy lines. Chaim avoids grenade and rifle fire on the Russian border, shelters with a German family in the Rhineland, falls in love in occupied Fran...
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Port of Culture
Showcases the images from a three year photographic project undertaken by photographer Pete Carr to capture the city of Liverpool in a different light. This title reveals the astonishing creativity of this photographer while providing an entrancing take on a city evolving in front of our eyes.
Convex Duality and Financial Mathematics
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. Topics include: Markowitz portfolio theory, growth portfolio theory, fundamental theorem of asset pricing emphasizing the duality between utility optimization and pricing by martingale measures, risk measures and its dual representation, hedging and super-hedging and its relationship with linear programming duality and the duality relationship in dynamic hedging of contingent claims
International Trade Law
"International Trade Law offers comprehensive analysis of international sale transactions through case law, policy documents, legislation, international conventions and rules adopted by international organisations such as the ICC."--
Option Pricing, Interest Rates and Risk Management
This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. In sum, this is a comprehensive reference work for mathematical finance and will be indispensable to readers who need to find a quick introduction or reference to a specific topic, leading all the way to cutting edge material.
