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Applied Conic Finance
Engelsk Hardback
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Applied Conic Finance
Engelsk Hardback

869 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
198
ISBN-13:
9781107151697
Indbinding:
Hardback
Udgave:
ISBN-10:
1107151694
Kategori:
Udg. Dato:
13 okt 2016
Længde:
15mm
Bredde:
255mm
Højde:
182mm
Forlag:
Cambridge University Press
Oplagsdato:
13 okt 2016
Forfatter(e):
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