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[null,"1.","Record Nr.",null,"UNINA9910155240903321"]
[null,null,"Autore",null,"Primbs James A."]
[null,null,"Titolo",null,"A factor model approach to derivative pricing / / James A. Primbs, California State University, Fullerton, USA"]
[null,null,"Pubbl/distr/stampa",null,"Boca Raton, Florida : , : CRC Press, , [2014]"]
[{"$nulls":4},"©2014"]
[null,null,"ISBN",null,"1-4987-6335-9"]
[{"$nulls":4},"1-315-38029-3"]
[{"$nulls":4},"1-4987-6333-2"]
[null,null,"Descrizione fisica",null,"1 online resource (294 pages) : illustrations"]
[null,null,"Disciplina",null,"332.6457"]
[null,null,"Soggetti",null,"Derivative securities - Prices"]
[{"$nulls":4},"Derivative securities - Mathematical models"]
[{"$nulls":4},"Assets (Accounting)"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"A Chapman & Hall book\"--title page."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"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."]