Absence of arbitrage valuation : a unified framework for pricing assets and securities / by Paskalis Glabadanidis.

By:

Glabadanidis, Paskalis [author.]

Contributor(s):

SpringerLink (Online service)

Publisher: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2014Description: 1 online resource (164 pages)Content type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781137372871

Subject(s):

Science

Online resources:

Click here to access online

In: Springer e-books In: Palgrave connect e-booksSummary: 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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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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Absence of arbitrage valuation : a unified framework for pricing assets and securities / by Paskalis Glabadanidis.

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