Convex functions play an important role in almost all branches of mathematics, and this book is a thorough introduction to contemporary convex function theory. It covers a large variety of subjects, from the one real variable case (with all its mathematical gems) to some of the most advanced topics such as Choquet's theory, the Prékopa-Leindler type inequalities and their ramifications, as well as the variational approach of partial differential equations and convex programming.