User:Zfeinst

I'm a professor at Stevens Institute of Technology, having obtained my PhD in financial engineering from Princeton University. I am primarily studying financial risk. I studied systems engineering and applied math in college. I also have a love affair for Ancient history, particularly the Roman Republic.

Subpages

 * 1) Closure of Sum of Closed Sets: List of sufficient conditions for the the sum/difference of closed sets to be closed
 * 2) Set optimization

Finance

 * 1) Acceptance set
 * 2) Active return
 * 3) Admissible trading strategy
 * 4) Bid-ask matrix
 * 5) Consistent pricing process
 * 6) Deviation risk measure
 * 7) Distortion risk measure
 * 8) Downside risk
 * 9) Dynamic risk measure
 * 10) Entropic risk measure
 * 11) Entropic value at risk
 * 12) Frictionless market
 * 13) Good-deal bounds
 * 14) Indifference price
 * 15) Information coefficient
 * 16) No free lunch with vanishing risk
 * 17) Risk metric
 * 18) Solvency cone
 * 19) Superhedging price

Systems Engineering

 * 1) Eigensystem realization algorithm
 * 2) Frequency domain decomposition
 * 3) Weighting pattern

Mathematics

 * 1) Algebraic interior
 * 2) Benson's algorithm
 * 3) Bipolar theorem
 * 4) Bounding point
 * 5) Dieudonné's theorem
 * 6) Distortion function
 * 7) Duality gap
 * 8) Effective domain
 * 9) Fenchel-Moreau theorem
 * 10) g-expectation
 * 11) Nonlinear expectation
 * 12) Order unit
 * 13) Perturbation function
 * 14) Predictable process
 * 15) Quasi-relative interior
 * 16) Radial (analysis)
 * 17) Recession cone
 * 18) Sigma-martingale
 * 19) Slater's condition
 * 20) Snell envelope
 * 21) Strong duality
 * 22) Supporting functional
 * 23) Vector optimization
 * 24) Weak duality
 * 25) Wolfe duality

Miscellaneous

 * 1) Benson's algorithm (Go)

In Simple Wikipedia

 * 1) Convex function
 * 2) Epigraph (mathematics)
 * 3) Norm (mathematics)
 * 4) Weighted average

Finance

 * 1) Average value at risk
 * 2) Coherent risk measure
 * 3) Financial risk
 * 4) Market impact cost
 * 5) No-arbitrage bounds
 * 6) Risk measure
 * 7) Self-financing portfolio
 * 8) Spectral risk measure
 * 9) Tail conditional expectation
 * 10) Time consistency

Systems Engineering

 * 1) Controllability
 * 2) Observability
 * 3) State-transition matrix
 * 4) Realization (systems)

Mathematics

 * 1) Convex analysis
 * 2) Convex conjugate
 * 3) Dual problem
 * 4) Fenchel duality

Finance

 * 1) Market model
 * 2) Optimized certainty equivalent
 * 3) Penalty function (Risk)
 * 4) Shortfall risk
 * 5) Solvency region

Mathematics

 * 1) Directionally closed
 * 2) List of theorems which prove closure of sum of closed sets (rename)
 * 3) Minkowski difference