Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
A Factor Model Approach to Derivative Pricing
Engelsk
Bogcover for A Factor Model Approach to Derivative Pricing af James A. Primbs, 9781498763325
Specifikationer
Sprog:
Engelsk
Sider:
292
ISBN-13:
9781498763325
Indbinding:
Paperback
ISBN-10:
1498763324
Udg. Dato:
8 dec 2016
Størrelse i cm:
18,1 x 25,4 x 1,9
Oplagsdato:
8 dec 2016
Forfatter(e):

A Factor Model Approach to Derivative Pricing

Engelsk
Paperback 2016
Format:

Bog beskrivelse

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.

 

... Vis mere

Hos Booktok
561 kr
Læg i kurv nu
Sikker betaling
23 - 25 hverdage

Specifikationer
Sprog:
Engelsk
Sider:
292
ISBN-13:
9781498763325
Indbinding:
Paperback
ISBN-10:
1498763324
Udg. Dato:
8 dec 2016
Størrelse i cm:
18,1 x 25,4 x 1,9
Oplagsdato:
8 dec 2016
Forfatter(e):
Finder produkter...
Kategori sammenhænge