Applied Conic Finance
eBook - PDF

Applied Conic Finance

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Applied Conic Finance

About this book

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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Yes, you can access Applied Conic Finance by Dilip Madan,Wim Schoutens in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Half-title page
  3. Title page
  4. Copyright page
  5. Dedication
  6. Contents
  7. Preface
  8. Acknowledgements
  9. 1 Financial Mathematics Principles
  10. 2 Stochastic Processes and Financial Models
  11. 3 Numerical Techniques
  12. 4 Conic Finance
  13. 5 Conic Pricing
  14. 6 Applications of Conic Finance
  15. 7 Conic Portfolio Theory
  16. 8 Conic Hedging
  17. 9 Hedging Insurance Contracts
  18. 10 Option Positioning
  19. 11 Conic Trading
  20. References
  21. Index