This monograph presents an advanced and unified treatment of four important issues that have dominated the theoretical research in mathematical finance for the

This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems

Mathematical finance explores the consistency relationships between the prices of securities imposed by elementary economic principles. Commonplace among these

Ordered vector spaces and cones made their debut in mathematics at the beginning of the twentieth century. They were developed in parallel (but from a different