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

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.

Main Author: Glabadanidis, P. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan, 2014.
Edition:1st ed. 2014.
Subjects:
Online Access:https://doi.org/10.1057/9781137372871