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Applied Conic Finance
Dilip Madan
€ 99.05
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Description for Applied Conic Finance
hardcover. A comprehensive introduction to the brand new theory of conic finance, offering a quantitative and practical approach. Num Pages: 198 pages, 95 b/w illus. 20 tables. BIC Classification: KFF; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 182 x 255 x 15. Weight in Grams: 564.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2016
Publisher
Cambridge University Press
Condition
New
Number of Pages
198
Place of Publication
Cambridge, United Kingdom
ISBN
9781107151697
SKU
V9781107151697
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-16
About Dilip Madan
Dilip Madan is Professor of Mathematical Finance at the Robert H. Smith School of Business. He currently serves as a consultant to Morgan Stanley, Norges Bank Investment Management and MarketToppers. He has also consulted with Citigroup, Bloomberg, the FDIC, Wachovia Securities, Caspian Capital and Meru Capital. He is a founding member and past President of the Bachelier Finance Society. Wim ... Read more
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