Könyv Applied Conic Finance Dilip Madan

Applied Conic Finance

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: 50 % esély
Keressük az egész világon
50 776 Ft
This is a comprehensive introduction to the brand new theory of conic finance, also referred to as t...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2016
oldal
198
EAN
9781107151697
ISBN
1107151694
Enbook ID
02981993
Súly
564
Méretek
255 x 182 x 15

Teljes leírás

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.

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