If you liked Applied Conic Finance by Dilip Madan and Wim Schoutens, start with Levy Processes in Finance (2003), Nonlinear Valuation and Non-Gaussian Risks in Finance (2022), and The Handbook of Hybrid Securities (2014). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Applied Conic Finance · Dilip Madan books in order

Recommended next reads

  1. 1 Levy Processes in Finance 2003 · 196 pages · Wim Schoutens · Same author
  2. 2 Nonlinear Valuation and Non-Gaussian Risks in Finance 2022 · Dilip B. Madan, Wim Schoutens · Same author
  3. 3 The Handbook of Hybrid Securities 2014 · 410 pages · Wim Schoutens, Cynthia Van Hulle · Same author
  4. 4 Stochastic processes in the Askey scheme 1999 · 195 pages · Wim Schoutens · Same author
  5. 5 Levy processes in credit risk 2010 · 200 pages · Wim Schoutens · Same author
  6. 6 Exotic Option Pricing and Advanced Levy Models 2007 · 344 pages · Andreas Kyprianou, Wim Schoutens, Paul Wilmott · Same author
  7. 7 Handbook of Convertible Bonds 2011 · 396 pages · Wim Schoutens, Philippe Jabre · Same author
  8. 8 Stochastic Processes and Orthogonal Polynomials 2000 · 163 pages · Wim Schoutens · Same author
  9. 9 The Risk Management of Contingent Convertible Bonds 2018 · 106 pages · Ine Marquet, Wim Schoutens · Same author
  10. 10 Financial Risk Management for Cryptocurrencies 2020 · 126 pages · Eline Van der Auwera, Wim Schoutens, Marco Petracco Giudici, Lucia Alessi · Same author

Frequently asked questions

What should I read after Applied Conic Finance?

BookOrb recommends Levy Processes in Finance (2003), Nonlinear Valuation and Non-Gaussian Risks in Finance (2022), The Handbook of Hybrid Securities (2014), Stochastic processes in the Askey scheme (1999), and Levy processes in credit risk (2010).

Are there books like Applied Conic Finance?

Yes. The list on this page is ranked from the closest matches BookOrb has for Applied Conic Finance.

Who wrote Applied Conic Finance?

Applied Conic Finance is by Dilip Madan and Wim Schoutens.