02007oam 2200493I 450 991015524090332120230803214411.01-4987-6335-91-315-38029-31-4987-6333-210.1201/9781315380292 (CKB)3710000000973697(MiAaPQ)EBC4771739(OCoLC)967412449(EXLCZ)99371000000097369720180706h20142014 uy 0engurcnu||||||||rdacontentrdamediardacarrierA factor model approach to derivative pricing /James A. Primbs, California State University, Fullerton, USABoca Raton, Florida :CRC Press,[2014]©20141 online resource (294 pages) illustrations"A Chapman & Hall book"--title page.1-138-42617-2 1-4987-6332-4 Includes bibliographical references and index.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.Derivative securitiesPricesDerivative securitiesMathematical modelsAssets (Accounting)Derivative securitiesPrices.Derivative securitiesMathematical models.Assets (Accounting)332.6457Primbs James A.1210699FlBoTFGFlBoTFGBOOK9910155240903321A factor model approach to derivative pricing2794439UNINA