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 ...
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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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Add this copy of A Factor Model Approach to Derivative Pricing to cart. $51.98, very good condition, Sold by ThriftBooks-Atlanta rated 4.0 out of 5 stars, ships from Austell, GA, UNITED STATES, published 2016 by CRC Press.
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New. Contains: Illustrations, black & white, Tables, black & white. Includes: tables, black & white, illustrations, black & white. Intended for college/higher education audience.
Add this copy of A Factor Model Approach to Derivative Pricing to cart. $89.11, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2017 by Chapman and Hall/CRC.
Add this copy of A Factor Model Approach to Derivative Pricing to cart. $122.24, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2017 by Chapman and Hall/CRC.
