Applied conic finance
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 risk...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2016
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| Subjects: | |
| Online Access: | |
| Collection: | Cambridge Books Online - Collection details see MPG.ReNa |
Table of Contents:
- 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