Applied conic finance
Auteur :
Madan, Dilip / Schoutens, Wim
Éditeur :
Cambridge University Press
ISBN :
9781107151697
Date de publication :
13 oct. 2016
Dimensions :
25,4 x 18,0 x 1,4 cm
Poids :
560 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.