Absence of Arbitrage Valuation

A Unified Framework for Pricing Assets and Securities

Business & Finance, Finance & Investing, Corporate Finance, Investments & Securities
Cover of the book Absence of Arbitrage Valuation by P. Glabadanidis, Palgrave Macmillan US
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Author: P. Glabadanidis ISBN: 9781137372871
Publisher: Palgrave Macmillan US Publication: July 10, 2014
Imprint: Palgrave Macmillan Language: English
Author: P. Glabadanidis
ISBN: 9781137372871
Publisher: Palgrave Macmillan US
Publication: July 10, 2014
Imprint: Palgrave Macmillan
Language: English

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.

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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.

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