Absence of Arbitrage Valuation

Beschreibung

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.

Autor*in

P. Glabadanidis

Themen in »Absence of Arbitrage Valuation«

asset pricing Bond Yields Bonds capital derivatives Discounted Cash Flow Futures growth interest rates macroeconomics Option Pricing Option Valuation Options Portfolio Swaps

Stimmen zu »Absence of Arbitrage Valuation«

"Absence of Arbitrage Valuation provides a simple yet comprehensive approach to asset pricing and valuation based on absence of arbitrage arguments. The text starts out by presenting the most basic valuation and asset pricing models and progresses to discussing more complicated financial instruments and real investment projects. The book will be of much use to practitioners as well as students and academics who seek a carefully explained yet hands-on approach to valuation."

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