Applied Conic Finance
Inbunden, Engelska, 2016
Av Dilip Madan, Wim Schoutens, College Park) Madan, Dilip (University of Maryland, Belgium) Schoutens, Wim (Katholieke Universiteit Leuven
1 549 kr
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Fri frakt för medlemmar vid köp för minst 249 kr.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.
Produktinformation
- Utgivningsdatum2016-10-13
- Mått180 x 254 x 14 mm
- Vikt560 g
- FormatInbunden
- SpråkEngelska
- Antal sidor198
- FörlagCambridge University Press
- ISBN9781107151697
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