A Factor Model Approach to Derivative Pricing

A Factor Model Approach to Derivative Pricing
Author :
Publisher : CRC Press
Total Pages : 294
Release :
ISBN-10 : 9781498763332
ISBN-13 : 1498763332
Rating : 4/5 (332 Downloads)

Book Synopsis A Factor Model Approach to Derivative Pricing by : James A. Primbs

Download or read book A Factor Model Approach to Derivative Pricing written by James A. Primbs and published by CRC Press. This book was released on 2016-12-19 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


A Factor Model Approach to Derivative Pricing Related Books

A Factor Model Approach to Derivative Pricing
Language: en
Pages: 294
Authors: James A. Primbs
Categories: Business & Economics
Type: BOOK - Published: 2016-12-19 - Publisher: CRC Press

GET EBOOK

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securit
A Factor Model Approach to Derivative Pricing
Language: en
Pages: 263
Authors: James A. Primbs
Categories: Business & Economics
Type: BOOK - Published: 2016-12-19 - Publisher: CRC Press

GET EBOOK

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securit
Modern Derivatives Pricing and Credit Exposure Analysis
Language: en
Pages: 569
Authors: Roland Lichters
Categories: Business & Economics
Type: BOOK - Published: 2015-11-15 - Publisher: Springer

GET EBOOK

This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Theory of Financial Risk and Derivative Pricing
Language: en
Pages: 410
Authors: Jean-Philippe Bouchaud
Categories: Business & Economics
Type: BOOK - Published: 2003-12-11 - Publisher: Cambridge University Press

GET EBOOK

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure a
Pricing Derivative Securities
Language: en
Pages: 644
Authors: T. W. Epps
Categories: Business & Economics
Type: BOOK - Published: 2007 - Publisher: World Scientific

GET EBOOK

This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, a