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: | |
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Format: | eBook |
Language: | English |
Published: |
New York
Palgrave Macmillan US
2014, 2014
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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 |
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Physical Description: | XIII, 148 p online resource |
ISBN: | 9781137372871 |