eBook - PDF

A Factor Model Approach to Derivative Pricing

Name: A Factor Model Approach to Derivative Pricing
Author: James A. Primbs

James A. Primbs,

272 pages
English
PDF
Available on iOS & Android

eBook - PDF

A Factor Model Approach to Derivative Pricing

James A. Primbs,

About this book

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including equity, interest-rate, and credit derivatives, as well as hedging and tree-based computational methods, but without reliance on the heavy prerequisites that often accompany such topics.

Whether being used as text for an intermediate level course in derivatives, or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing, readers will appreciate the book's ability to unify many disparate topics and models under a single conceptual theme.

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Yes, you can access A Factor Model Approach to Derivative Pricing by James A. Primbs in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.