Dilip Madan (College Park University of Maryland), Wim Schoutens (Belgium Katholieke Universiteit Leuven)

Applied Conic Finance

• Gebundenes Buch

Produktbeschreibung

This book introduces the new theory of conic finance, or two-price theory, which determines bid and ask prices in a consistent and motivated manner. The authors cover the fundamentals of the theory, various advanced quantitative models and numerous real-world applications, with practical examples and case studies.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 198
• Erscheinungstermin: 6. Dezember 2016
• Englisch
• Abmessung: 254mm x 177mm x 17mm
• Gewicht: 564g
• ISBN-13: 9781107151697
• ISBN-10: 1107151694
• Artikelnr.: 45154944

Autorenporträt

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.

Inhaltsangabe

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.