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Applied Conic Finance
Applied Conic Finance
Author: Dilip Madan, Wim Schoutens
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-pri...  more »
ISBN-13: 9781107151697
ISBN-10: 1107151694
Publication Date: 12/31/2016
Pages: 198
Edition: 1
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Publisher: Cambridge University Press
Book Type: Hardcover
Members Wishing: 0
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