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Applied conic finance
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Book
Applied conic finance
Available to read in the library!
Overview
\"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\"-- Provided by publisher.
Publisher
Cambridge University Press
ISBN
9781107151697
Item info:
1
item available
1
item total in all locations
| Call Number | Copies | Material | Location |
|---|---|---|---|
| HG106.M33 2016 | 1 | BOOK | AUTOSTORE |
