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

By Paskalis Glabadanidis

Book Overview

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: Paperback
• Language: English
• ISBN: 1349476390
• ISBN13: 9781349476398
• Release Date: July 2014
• Publisher: Palgrave MacMillan
• Length: 148 Pages
• Weight: 0.43 lbs.
• Dimensions: 0.3" x 5.5" x 8.5"