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Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities
Paskalis Glabadanidis
€ 66.04
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Description for Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities
Hardcover. 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. Num Pages: 161 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 223 x 138 x 15. Weight in Grams: 330.
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.
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.
Product Details
Format
Hardback
Publication date
2014
Publisher
Palgrave Macmillan
Condition
New
Number of Pages
148
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137373021
SKU
V9781137373021
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Paskalis Glabadanidis
Paskalis Glabadanidis is Senior Lecturer in Finance at the University of Adelaide.
Reviews for Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities
"Absence of Arbitrage Valuation provides a simple yet comprehensive approach to asset pricing and valuation based on absence of arbitrage arguments. The text starts out by presenting the most basic valuation and asset pricing models and progresses to discussing more complicated financial instruments and real investment projects. The book will be of much use to practitioners as well as students ... Read more