Applied conic finance / Dilip Madan and 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 acceptabl...
Saved in:
| Online Access: |
Full Text (via Cambridge) |
|---|---|
| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, UK :
Cambridge University Press,
2016.
|
| Subjects: |