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

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

Main Author: Glabadanidis, Paskalis
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York Palgrave Macmillan US 2014, 2014
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Summary: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
Physical Description:XIII, 148 p online resource
ISBN:9781137372871