A factor model approach to derivative pricing
This book provides the fastest and simplest route to the majority of the results and equations in derivative pricing, and gives the reader the tools necessary to extend these ideas to new situations that they may encounter. It does so by focusing on a single underlying principle that is easy to grasp, and then it shows that this principle is the key to the majority of the results in derivative pricing. In that sense, it provides the "big picture" of derivative pricing by focusing on the underly…
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- Full title :A factor model approach to derivative pricing
Summary
This book provides the fastest and simplest route to the majority of the results and equations in derivative pricing, and gives the reader the tools necessary to extend these ideas to new situations that they may encounter. It does so by focusing on a single underlying principle that is easy to grasp, and then it shows that this principle is the key to the majority of the results in derivative pricing. In that sense, it provides the "big picture" of derivative pricing by focusing on the underlying principle and not on mathematical technicalities. After reading this book, one is equipped with the tools needed to extend the concepts to any new pricing situation
Read More ↓Edition Statements
- Publication Date:2017
Publication Statements
- Publisher(s):CRC Press/Taylor & Francis Group
- Place of Publication:Boca Raton, FL
- Language:eng
- Publication Date:2017
Notes
Building Blocks. Ito's Lemma. Stochastic Differential Equations. The Factor Model Approach to Arbitrage Pricing. Constructing A Factor Pricing Framework. Equity Derivatives. Interest and Credit Derivatives. Hedging. The Road to Risk Neutrality
The Physical Object
- Description:271 s
Edition Identifiers
- ISBN:9781498763325, 1498763324
- oclc:ocn986525485
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