LEADER 02007oam  2200493I  450 
001 9910155240903321
005 20230803214411.0
010   $a1-4987-6335-9
010   $a1-315-38029-3
010   $a1-4987-6333-2
024 7 $a10.1201/9781315380292 
035   $a(CKB)3710000000973697
035   $a(MiAaPQ)EBC4771739
035   $a(OCoLC)967412449
035   $a(EXLCZ)993710000000973697
100   $a20180706h20142014  uy             0
101 0 $aeng
135   $aurcnu||||||||
181   $2rdacontent
182   $2rdamedia
183   $2rdacarrier
200 12$aA factor model approach to derivative pricing /$fJames A. Primbs, California State University, Fullerton, USA
210  1$aBoca Raton, Florida :$cCRC Press,$d[2014]
210  4$dİ2014
215   $a1 online resource (294 pages) $cillustrations
300   $a"A Chapman & Hall book"--title page.
311   $a1-138-42617-2 
311   $a1-4987-6332-4 
320   $aIncludes bibliographical references and index.
327   $achapter 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.
606   $aDerivative securities$xPrices
606   $aDerivative securities$xMathematical models
606   $aAssets (Accounting)
615  0$aDerivative securities$xPrices.
615  0$aDerivative securities$xMathematical models.
615  0$aAssets (Accounting)
676   $a332.6457
700   $aPrimbs$b James A.$01210699
801  0$bFlBoTFG
801  1$bFlBoTFG
906   $aBOOK
912   $a9910155240903321
996   $aA factor model approach to derivative pricing$92794439
997   $aUNINA