Name: A Factor Model Approach to Derivative Pricing (in English)
Price: 63.46 USD
Availability: InStock
Author: James A. Primbs
ISBN: 9781498763325

portada A Factor Model Approach to Derivative Pricing (in English)

Type

Physical Book

Publisher

Routledge

Author

James A. Primbs

Year

2016

Language

English

Pages

294

Format

Paperback

ISBN13

9781498763325

Edition No.

Synopsis "A Factor Model Approach to Derivative Pricing (in English)"

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including equity, interest-rate, and credit derivatives, as well as hedging and tree-based computational methods, but without reliance on the heavy prerequisites that often accompany such topics. Whether being used as text for an intermediate level course in derivatives, or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing, readers will appreciate the book’s ability to unify many disparate topics and models under a single conceptual theme.

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A Factor Model Approach to Derivative Pricing (in English) - James A. Primbs

Synopsis "A Factor Model Approach to Derivative Pricing (in English)"

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