Absence of Arbitrage Valuation
Produktinformationen "Absence of Arbitrage Valuation"
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.
| Autor: | Glabadanidis, P. |
|---|---|
| ISBN: | 9781137373021 |
| Verlag: | Palgrave Macmillan US |
| Auflage: | 1 |
| Sprache: | Englisch |
| Seitenzahl: | 148 |
| Produktart: | Gebunden |
| Erscheinungsdatum: | 10.07.2014 |
| Verlag: | Palgrave Macmillan US |
| Untertitel: | A Unified Framework for Pricing Assets and Securities |
| Schlagworte: | Bond Yields Bonds Discounted Cash Flow Futures asset pricing capital derivatives growth interest rates macroeconomics |
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