Applied Conic Finance (Hardcover)

This is a comprehensive introduction to the brand new theory of conic finance, also referred to as the two-price theory, which determines bid and ask prices in a consistent and fundamentally motivated manner. Whilst theories of one price classically eliminate all risk, the concept of acceptable risks is critical to the foundations of the two-price theory which sees risk elimination as typically unattainable in a modern financial economy. Practical examples and case studies provide the reader with a comprehensive introduction to the fundamentals of the theory, a variety of advanced quantitative models, and numerous real-world applications, including portfolio theory, option positioning, hedging, and trading contexts. This book offers a quantitative and practical approach for readers familiar with the basics of mathematical finance to allow them to boldly go where no quant has gone before.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	October 2016
Authors:	Dilip Madan • Wim Schoutens
Dimensions:	254 x 180 x 14mm (L x W x T)
Format:	Hardcover
Pages:	198
ISBN-13:	978-1-107-15169-7
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General
LSN:	1-107-15169-4
Barcode:	9781107151697

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!