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

Bibliographic Details
Main Author: Glabadanidis, Paskalis
Format: eBook
Language:English
Published: New York Palgrave Macmillan US 2014, 2014
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
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