A factor model approach to derivative pricing
by
Primbs, James A., author.
Title
:
A factor model approach to derivative pricing
Author
:
Primbs, James A., author.
ISBN
:
9781315380292
9781315320021
9781498763370
Physical Description
:
1 online resource
General Note
:
"A Chapman & Hall book"--title page.
Contents
:
chapter 1. Building blocks and stochastic differential equation models -- chapter 2. Ito's Lemma -- chapter 3. Stochastic differential equations -- chapter 4. The factor model approach to arbitrage pricing -- chapter 5. Constructing a factor model pricing framework -- chapter 6. Equity derivatives -- chapter 7. Interest rate and credit derivatives -- chapter 8. Hedging -- chapter 9. Computation of solutions -- chapter 10. The road to risk neutrality.
Subject Term
:
Derivative securities -- Prices.
Assets (Accounting)
Derivative securities -- Mathematical models.
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 539517-1001 | HG6024 .A3 P756 2014 | | CRC E-Books |