  This paper is the continuation of "Pricing with coherent risk" and deals with
further applications of coherent risk measures to problems of finance. First,
we study the optimization problem. Three forms of this problem are considered.
Furthermore, the results obtained are applied to the optimality pricing. Again
three forms of this technique are considered. Finally, we study the equilibrium
problem both in the unconstrained and in the constrained forms. We establish
the equivalence between the global and the competitive optima and give a dual
description of the equilibrium. Moreover, we provide an explicit geometric
solution of the constrained equilibrium problem. Most of the results are
presented on two levels: on a general level the results have a probabilistic
form; for a static model with a finite number of assets, the results have a
geometric form.
