Applied Conic Finance

Nonfiction, Science & Nature, Mathematics, Applied, Business & Finance
Cover of the book Applied Conic Finance by Dilip Madan, Wim Schoutens, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Dilip Madan, Wim Schoutens ISBN: 9781316776117
Publisher: Cambridge University Press Publication: October 13, 2016
Imprint: Cambridge University Press Language: English
Author: Dilip Madan, Wim Schoutens
ISBN: 9781316776117
Publisher: Cambridge University Press
Publication: October 13, 2016
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Cambridge University Press

Cover of the book Can Delaware Be Dethroned? by Dilip Madan, Wim Schoutens
Cover of the book The Handbook of National Legislatures by Dilip Madan, Wim Schoutens
Cover of the book SBAs for the FRCR 2A by Dilip Madan, Wim Schoutens
Cover of the book The Annals of Tacitus: Book 11 by Dilip Madan, Wim Schoutens
Cover of the book Geometry of Quantum States by Dilip Madan, Wim Schoutens
Cover of the book Languages in Contact by Dilip Madan, Wim Schoutens
Cover of the book Schopenhauer by Dilip Madan, Wim Schoutens
Cover of the book Child Slavery before and after Emancipation by Dilip Madan, Wim Schoutens
Cover of the book Data Analysis for Physical Scientists by Dilip Madan, Wim Schoutens
Cover of the book An Introduction to European Law by Dilip Madan, Wim Schoutens
Cover of the book The Cosmological Singularity by Dilip Madan, Wim Schoutens
Cover of the book Law and Literature by Dilip Madan, Wim Schoutens
Cover of the book Shakespeare beyond English by Dilip Madan, Wim Schoutens
Cover of the book An Economic History of Europe by Dilip Madan, Wim Schoutens
Cover of the book The Cambridge Companion to the Arthurian Legend by Dilip Madan, Wim Schoutens
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy