Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities

Glabadanidis, P.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2014-07-10

Format: Hardcover

ISBN-13: 9781137373021

DOI: 10.1057/9781137372871

Dimensions: 216cm x140cm

Pages: 148