Convexity.

Proceedings of the Seventh Symposium in Pure Mathematics of the American Mathematical Society. Victor L. Klee, editor.
  • 516 Pages
  • 0.89 MB
  • 657 Downloads
  • English
by
American Mathematical Society , Providence
Convex domains -- Congr
SeriesProceedings of symposia in pure mathematics -- v. 7
ContributionsKlee, Victor L., American Mathematical Society., University of Washington.
Classifications
LC ClassificationsQA603 S8 1961
The Physical Object
Pagination516p.
ID Numbers
Open LibraryOL16530902M

Convexity is important for theoretical aspects of mathematics and also for economists and theoretical physicists. In this monograph the author provides a comprehensive insight into convex sets and functions including the infinite dimensional case and emphasizing the analytic Convexity.

book of Cited by: The book clearly shows how convexity links many different topics in mathematics, from linear algebra to analysis. Suitable for upper-level undergraduate and graduate students, this book offers full solutions to over exercises as well as detailed suggestions for further : $ Book Description This account of convexity includes the basic properties of convex sets in Euclidean space and their applications, the theory of convex functions and an outline of the results of transformations and combinations of convex sets.

Online shopping from a great selection at Books Store. Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series Book ). Convexity is a simple idea that manifests itself in a surprising variety of places.

This fertile field has an immensely rich structure and numerous applications. Barvinok demonstrates that simplicity, intuitive appeal, and the universality of applications make teaching (and learning) convexity a gratifying by:   Convexity book.

Read reviews from world’s largest community for readers. This text provides a comprehensive introduction to convex sets and functions. Re /5. Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available.

Financial expert Frank Fabozzi walks you through every aspect of bond risk measures from the price volatility characteristics of option-free bonds and bonds with embedded options to the proper method for calculating duration and Convexity.

book Convexity plays an important role in many areas of Mathematics, and this book, the first in a Convexity. book of three on Convexity and Optimization, studies this concept in detail.

The first half of the book is about convex : Lars-Åke Lindahl. About the book Description Convexity Theory and its Applications in Functional Analysis is a five-chapter text that provides a geometric perspective of the convexity.

Convexity is a risk-management tool, used to measure and manage a portfolio's exposure to market risk. Convexity is a measure of the curvature.

Duration and convexity are two tools used to manage the risk exposure of fixed-income investments. Duration measures the bond's sensitivity to interest rate changes.

Convexity. Convex Optimization – Boyd and Vandenberghe: Convex Optimization Stephen Boyd and Lieven Vandenberghe Cambridge University Press. A MOOC on convex optimization, CVX, was run from 1/21/14 to 3/14/If you register for it, you can access all the course materials.

Convexity is a simple idea that manifests itself in a surprising variety of places. This fertile field has an immensely rich structure and numerous applications. Barvinok demonstrates that simplicity, intuitive appeal, and the universality of applications make teaching (and learning) convexity a gratifying experience.

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[convexity] appears like an octopus, tentacles reaching far and wide, its shape and color changing as it roams one area to the next. [And] it is quite clear that research opportunities abound. During the years a number of notable books dedicated to the theory and applications of convex functions appeared.

We mention here: L. H˜ormander. Convexity Formula = P+ + P– – (2*PO) / 2 * PO * ΔY2.

Description Convexity. EPUB

P + is the price of the bond when there is a fall in interest rate. P – is the price of the bond when there is a rise in interest rate. PO is the current market price of the bond. ΔY is the change in the yield curve. Explanation of the Convexity Formula.

Topological Spaces: Including a Treatment of Multi-Valued Functions, Vector Spaces and Convexity (Dover Books on Mathematics) by Claude Berge | out of 5 stars 6. Paperback $ $ 6. 67 $ $ FREE Shipping on orders over $25 shipped by Amazon. Temporarily out of stock. The rest of the book is divided into four parts: convexity and topology on infinite-dimensional spaces; Loewner's theorem; extreme points of convex sets and related issues, including the Krein–Milman theorem and Choquet theory; and a discussion of convexity and by: Rather than earn the negative carry from a larger book, MMs are giving up some income by aggressively offloading some of that risk.

One last note: bond convexity is also curvature (in the term structure), exactly analogous to the curvature in. The latter book is an advanced text which contains lots of recent results and historical notes.

For a general treatment of convexity with application to theoretical statistics, see [14]. The book [17] also treats convexity in connection with a combinatorial study of polytopes. In this text we restrict the attention to convexity in IRn.

However. Convexity provides a wide-ranging introduction for final year undergraduates and graduate students. Convex sets and functions are studied in the Euclidean space IRn, thus allowing an exposition demanding only an elementary knowledge of analysis and linear algebra, and enabling concepts to be motivated through simple geometric examples.

The fundemental ideas of convexity. For how to help with this book, click "show". Please feel free to add new material and examples and make corrections.

It all helps. This book discusses convexity, the properties of convex sets. Wikibook Development Stages; Sparse text: Developing text: Maturing text: Developed text: Comprehensive text.

The term convexity used to describe these lectures given at the Univer sity of Lund in should be understood in a wide sense. Only Chap ters I and II are devoted to convex sets and functions in the traditional sense of convexity.

The following chapters study other kinds of convexity which occur in analysis. Most prominent is the pseudo-convexity. This category contains pages that are part of the Convexity book.

Details Convexity. EPUB

If a page of the book isn't showing here, please add text {{BookCat}} to the end of the page concerned. You can view a list of all subpages under the book main page (not including the book main page itself), regardless of whether they're categorized, here. Convexity is a simple idea that manifests itself in a surprising variety of places.

This fertile field has an immensely rich structure and numerous applications. Barvinok demonstrates that simplicity, intuitive appeal, and the universality of applications make teaching (and learning) convexity a gratifying experience. The book will benefit both teacher and.

Book description This account of convexity includes the basic properties of convex sets in Euclidean space and their applications, the theory of convex functions and an outline of the results of transformations and combinations of convex by: A comprehensive introduction to convexity and optimization inRn This book presents the mathematics of finite dimensionalconstrained optimization problems.

It provides a basis for thefurther mathematical study of convexity, of more generaloptimization problems, and of numerical algorithms for the solutionof finite dimensional optimization problems. For readers.

A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization.

This major book provides a comprehensive development of convexity theory, and its rich applications in optimization, including duality, minimax/saddle point theory, Lagrange multipliers, and Lagrangian relaxation/nondifferentiable optimization.

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⇒The convexity of a portfolio is the average convexity of its securities, weighted by present value: • Just like dollar duration and duration, dollar convexities add, convexities average. € convexity = dollar convexity price € convexity = ∑price i × convexity i ∑price i =pv wtd average convexityFile Size: 1MB.

timization theory. More specifically, the book serves as an introduction to those concepts in linear algebra, analysis and convexity that are most important in static optimization.

We then go on to optimization itself, focusing on examples from economics. Prerequisites The prerequisites for reading these lectures are given below. Most of the. The Convexity Maven's classroom: The only books I recommend are: "Inside the Yield Book" by Homer and Leibowitz "The Money Market" by Marcia Stigum.

Please review all Disclosures "An Introduction to Yield Curve Options" - December 8, Options as "Free Duration" - .This text provides a comprehensive introduction to convex sets and functions.

Requiring only a basic knowledge of analysis and linear algebra, the book clearly discusses topics as diverse as number theory, classical extremum problems, combinatorial geometry, linear programming, game theory, polytopes, bodies of constant width, the gamma function, minimax approximation, and .Chapter 11 - Duration, Convexity and Immunization Section - Duration Consider two opportunities for an investment of $1, A:Pays $ at the end of year 1 and $1, at the end of year 3 B:Pays $ at the end of year 1, $ at the end of year 2 File Size: KB.