Absence of Arbitrage Valuation : A Unified Framework for Pricing Assets and Securities Hardback
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.
- Format: Hardback
- Pages: 148 pages, XIII, 148 p.
- Publisher: Palgrave Macmillan
- Publication Date: 10/07/2014
- Category: Investment & securities
- ISBN: 9781137373021
- Paperback / softback from £57.49