Applied Conic Finance

Author : Dilip Madan,Wim Schoutens

Hardback

Published : Thursday 13 October 2016

ISBN : 9781107151697

Price : €95.93

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.

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