Name: A Factor Model Approach to Derivative Pricing (en Inglés)
Price: 226400.00 CLP
Availability: InStock
Author: Primbs, James A.
ISBN: 9781138426177

portada A Factor Model Approach to Derivative Pricing (en Inglés)

Formato

Libro Físico

Autor

James A. Primbs

Editorial

CRC Press

Idioma

Inglés

N° páginas

292

Encuadernación

Tapa Dura

Peso

0.45 kg.

ISBN13

9781138426177

N° edición

Categorías

Finanzas
Probabilidad y estadística

A Factor Model Approach to Derivative Pricing (en Inglés)

James A. Primbs (Autor) · CRC Press · Tapa Dura

Libro Físico

$ 226.400

$ 411.640

Ahorras: $ 185.240

45% descuento

Envío normal

Origen: Reino Unido (Costos de importación incluídos en el precio)

Se enviará desde nuestra bodega entre el Lunes 15 de Julio y el Jueves 25 de Julio.

Lo recibirás en cualquier lugar de Chile entre 1 y 3 días hábiles luego del envío.

Reseña del libro "A Factor Model Approach to Derivative Pricing (en Inglés)"

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. Key features A single fundamental absence of arbitrage relationship based on factor models is used to motivate all the results in the book A structured three-step procedure is used to guide the derivation of absence of arbitrage equations and illuminate core underlying concepts Brownian motion and Poisson process driven models are treated together, allowing for a broad and cohesive presentation of topics The final chapter provides a new approach to risk neutral pricing that introduces the topic as a seamless and natural extension of the factor model approach 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. James A Primbs is an Associate Professor of Finance at the Mihaylo College of Business and Economics at California State University, Fullerton.