Dilip Madan (College Park University of Maryland), Wim Schoutens (Belgium Katholieke Universiteit Leuven)

Gebundenes Buch

Applied Conic Finance

Beschreibung

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.

Autor

Dilip Madan is Professor of Mathematical Finance at the Robert H. Smith School of Business. He currently serves as a consultant to Morgan Stanley, Norges Bank Investment Management and MarketToppers. He has also consulted with Citigroup, Bloomberg, the FDIC, Wachovia Securities, Caspian Capital and Meru Capital. He is a founding member and past President of the Bachelier Finance Society.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 198
• Erscheinungstermin: 13. Oktober 2016
• Englisch
• Abmessung: 254mm x 177mm x 17mm
• Gewicht: 564g
• ISBN-13: 9781107151697
• ISBN-10: 1107151694
• Artikelnr.: 45154944