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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Applied Conic Finance
• Autor: Dilip Madan, Wim Schoutens
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 198
• EAN: 9781107151697
• ISBN: 1107151694
• ID: 02981993
• Nakladatelství: Cambridge University Press
• Hmotnost: 564 g
• Rozměry: 182 × 255 × 15 mm
• Datum vydání: 13. October 2016

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