A factor model approach to derivative pricing:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton ; London ; New York
CRC Press
2017
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xxi, 271 Seiten Diagramme 25 cm |
| ISBN: | 9781138426177 9781498763325 |
Internformat
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| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Derivative securities |x Prices | |
| 650 | 4 | |a Derivative securities |x Mathematical models | |
| 650 | 4 | |a Assets (Accounting) | |
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Datensatz im Suchindex
| _version_ | 1804178497542815744 |
|---|---|
| adam_text | A FACTOR MODEL APPROACH TO DERIVATIVE PRICING
/ PRIMBS, JAMESYYEAUTHOR
: 2016
TABLE OF CONTENTS / INHALTSVERZEICHNIS
BUILDING BLOCKS
IT S DILEMMA
STOCHASTIC DIFFERENTIAL EQUATIONS
THE FACTOR MODEL APPROACH TO ARBITRAGE PRICING
CONSTRUCTING A FACTOR PRICING FRAMEWORK
EQUITY DERIVATIVES
INTEREST AND CREDIT DERIVATIVES
HEDGING
COMPUTATION OF SOLUTIONS
THE ROAD TO RISK NEUTRALITY
INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| discipline | Wirtschaftswissenschaften |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:04:55Z |
| institution | BVB |
| isbn | 9781138426177 9781498763325 |
| language | English |
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| publishDate | 2017 |
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| spelling | Primbs, James A. Verfasser aut A factor model approach to derivative pricing James A. Primbs Boca Raton ; London ; New York CRC Press 2017 xxi, 271 Seiten Diagramme 25 cm txt rdacontent n rdamedia nc rdacarrier Derivative securities Prices Derivative securities Mathematical models Assets (Accounting) LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030318610&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Primbs, James A. A factor model approach to derivative pricing Derivative securities Prices Derivative securities Mathematical models Assets (Accounting) |
| title | A factor model approach to derivative pricing |
| title_auth | A factor model approach to derivative pricing |
| title_exact_search | A factor model approach to derivative pricing |
| title_full | A factor model approach to derivative pricing James A. Primbs |
| title_fullStr | A factor model approach to derivative pricing James A. Primbs |
| title_full_unstemmed | A factor model approach to derivative pricing James A. Primbs |
| title_short | A factor model approach to derivative pricing |
| title_sort | a factor model approach to derivative pricing |
| topic | Derivative securities Prices Derivative securities Mathematical models Assets (Accounting) |
| topic_facet | Derivative securities Prices Derivative securities Mathematical models Assets (Accounting) |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030318610&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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