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Convexity
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61	Internet Appendix for “Mortgage Convexity” January 2014 A A.1 Add to Reading List Source URL: jfe.rochester.edu Language: English - Date: 2015-01-12 10:29:12
62	ORF 522 Linear Programming and Convex Analysis Basics of Convexity ORF-522 Add to Reading List Source URL: www.iip.ist.i.kyoto-u.ac.jp Language: English - Date: 2010-09-16 03:03:05
63	Understanding is a Poor Substitute for Convexity (Antifragility) Nassim Nicholas Taleb S retain if we like the addition or discard the rest. Critically we Add to Reading List Source URL: www.fooledbyrandomness.com Language: English - Date: 2015-05-10 18:42:58
64	3 VaR Calculations for Derivatives This section is a brief review of delta and gamma-based VaR calculation methods for options. As we shall see, as a last resort, one can estimate VaR accurately, given enough Add to Reading List Source URL: www.mit.edu Language: English - Date: 2003-05-07 11:45:18 Options Investment Volatility Convexity Black–Scholes Stochastic volatility Delta neutral Derivative Moneyness Mathematical finance Financial economics Finance
65	Introduction to Sunspots and Lotteries Add to Reading List Source URL: www.karlshell.com Language: English - Date: 2011-04-01 18:31:52 General equilibrium theory Arrow–Debreu model Mathematical economics Gérard Debreu Karl Shell Kenneth Arrow Utility Non-convexity Strategy Economics Game theory Sunspots
66	Sunspot Equilibrium Karl Shell Department of Economics Cornell University 402 Uris Hall Ithaca, NY USA Add to Reading List Source URL: www.karlshell.com Language: English - Date: 2007-05-24 15:18:10 Karl Shell General equilibrium theory Fellows of the Econometric Society Coordination failure Mathematical economics Non-convexity Economic equilibrium David Cass Economics Sunspots Game theory
67	INTERNATIONAL ECONOMIC REVIEW Vol. 45, No. 2, May 2004 COMPARING SUNSPOT EQUILIBRIUM AND LOTTERY EQUILIBRIUM ALLOCATIONS: THE FINITE CASE∗ BY ROD GARRATT, TODD KEISTER, AND KARL SHELL1 Add to Reading List Source URL: www.karlshell.com Language: English - Date: 2012-11-05 19:36:54 Sunspots Mathematical economics General equilibrium theory Fundamental theorems of welfare economics Lottery Utility Economic equilibrium Non-convexity Pareto efficiency Economics Game theory Welfare economics
68	Journal of Economic Theory 107, 11doi:jethEquilibrium Prices When the Sunspot Variable Is Continuous 1 Rod Garratt Add to Reading List Source URL: www.karlshell.com Language: English - Date: 2011-04-01 18:32:05 General equilibrium theory Mathematical economics Convex geometry Convexity in economics Non-convexity Economic equilibrium David Cass Economics Game theory Sunspots
69	1 Non-convexity Issues for Internet Rate Control with Multi-class Services: Stability and Optimality Jang Won Lee, Ravi R. Mazumdar, and Ness B. Shroff School of Electrical and Computer Engineering Add to Reading List Source URL: ece.uwaterloo.ca Language: English - Date: 2003-07-29 12:46:31 Convex optimization Duality Mathematical optimization Mathematical analysis Convex analysis
70	Semicontinuous functions and convexity Jordan Bell Department of Mathematics, University of Toronto April 3, 2014 Add to Reading List Source URL: individual.utoronto.ca Language: English - Date: 2014-04-03 12:54:42 Topological spaces General topology Mathematical optimization Semi-continuity Continuous function Radon measure Compact space Metric space Hausdorff space Topology Mathematical analysis Mathematics

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