Applied Conic Finance |
|
| Author:
| Madan, Dilip
Schoutens, Wim |
| ISBN: | 978-1-107-15169-7 |
| Publication Date: | Oct 2016 |
| Publisher: | Cambridge University Press
|
| Book Format: | Hardback |
| List Price: | AUD $157.95 |
Book Description:
|
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.
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.