A factor model approach to derivative pricing
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Building blocks -- It's dilemma -- Stochastic differential equations -- The factor model approach to arbitrage pricing -- Constructing a factor pricing framework -- Equity derivatives -- Interest and credit derivatives -- Hedging -- Computation of solutions -- The road to risk neutrality -- Index
Read More ↓Title Statements
- Full title :A factor model approach to derivative pricing / James A. Primbs (California State University, Fullerton, USA)
Summary
Building blocks -- It's dilemma -- Stochastic differential equations -- The factor model approach to arbitrage pricing -- Constructing a factor pricing framework -- Equity derivatives -- Interest and credit derivatives -- Hedging -- Computation of solutions -- The road to risk neutrality -- Index
Read More ↓Edition Statements
- Publication Date:2017
Publication Statements
- Publisher(s):CRC Press
- Place of Publication:Boca Raton
- Language:eng
- Publication Date:2017
The Physical Object
- Description:xxi, 271 Seiten : Illustrationen
Edition Identifiers
- ISBN:9781498763325, 1498763324, 9781498763332, 1498763332, 9781498763356, 1498763359, 9781498763370, 1498763375
- oclc:ocn961903108
- LC Classification:HG6024.A3
- Dewey Decimal:332.64/57
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