Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities

by P. Glabadanidis

0 ratings • 0 reviews • 0 shelved
Book cover for Absence of Arbitrage Valuation

Bookhype may earn a small commission from qualifying purchases. Full disclosure.

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.
  • ISBN13 9781349476398
  • Publish Date 10 July 2014
  • Publish Status Active
  • Publish Country GB
  • Imprint Palgrave Macmillan
  • Edition 1st ed. 2014
  • Format Paperback
  • Pages 148
  • Language English