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200106 ||| eng |
| 020 |
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|a 9781316585108
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| 050 |
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4 |
|a HG106
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| 100 |
1 |
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|a Madan, Dilip
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| 245 |
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|a Applied conic finance
|c Dilip Madan, Wim Schoutens
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| 260 |
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|a Cambridge
|b Cambridge University Press
|c 2016
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| 300 |
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|a xv, 187 pages
|b digital
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| 505 |
0 |
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|a Machine generated contents note: 1. Financial mathematics principles; 2. Stochastic processes and financial models; 3. Numerical techniques; 4. Conic finance; 5. Conic pricing; 6. Applications of conic finance; 7. Conic portfolio theory; 8. Conic hedging; 9. Hedging insurance contracts; 10. Option positioning; 11. Conic trading; Bibliography; Index
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| 653 |
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|a Finance / Mathematical models
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| 700 |
1 |
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|a Schoutens, Wim
|e [author]
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| 041 |
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7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b CBO
|a Cambridge Books Online
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| 856 |
4 |
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|u https://doi.org/10.1017/CBO9781316585108
|x Verlag
|3 Volltext
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| 082 |
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|a 332.6457
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| 520 |
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|a 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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