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.
Electronic Access:
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Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 539517-1001 | HG6024 .A3 P756 2014 | Searching... | Searching... |