Absence of arbitrage valuation: a unified framework for pricing assets and securities
Auteur :
Glabadanidis, P.
Éditeur :
Palgrave Macmillan
ISBN :
9781349476398
Date de publication :
10 juil. 2014
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.