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Dilip Madan的圖書 |
$ 2810 電子書 | Applied Conic Finance
作者:Dilip Madan,Wim Schoutens 出版社:Cambridge University Press 出版日期:2016-10-13 語言:英文 樂天KOBO - 金融與投資 - 來源網頁   看圖書介紹 |
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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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