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[null,"1.","Record Nr.",null,"UNIORUON00350960"]
[null,null,"Autore",null,"CLAVERIA ARZA, Carlos"]
[null,null,"Titolo",null,"Cinco estudios de literatura española moderna / Carlos Clavería"]
[null,null,"Pubbl/distr/stampa",null,"Salamanca, : Colegio Trilingüe de la Universidad, 1945"]
[null,null,"Descrizione fisica",null,"118 p. ; 25 cm."]
[null,null,"Disciplina",null,"860"]
[null,null,"Soggetti",null,"MACHADO, ANTONIO"]
[{"$nulls":4},"PÉREZ DE AYALA RAMÓN"]
[{"$nulls":4},"AZORIN"]
[{"$nulls":4},"CLARIN (pseud.)"]
[null,null,"Lingua di pubblicazione",null,"Spagnolo"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"2.","Record Nr.",null,"UNINA9910155240903321"]
[null,null,"Autore",null,"Primbs James A."]
[null,null,"Titolo",null,"A factor model approach to derivative pricing / / James A. Primbs, California State University, Fullerton, USA"]
[null,null,"Pubbl/distr/stampa",null,"Boca Raton, Florida : , : CRC Press, , [2014]"]
[{"$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,"Edizione",null,"[1st ed.]"]
[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."]
[null,null,null,"Sommario/riassunto","Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including equity, interest-rate, and credit derivatives, as well as hedging and tree-based computational methods, but without reliance on the heavy prerequisites that often accompany such topics.  Key features   A single fundamental absence of arbitrage relationship based on factor models is used to motivate all the results in the book   A structured three-step procedure is used to guide the derivation of absence of arbitrage equations and illuminate core underlying concepts    Brownian motion and Poisson process driven models are treated together, allowing for a broad and cohesive presentation of topics   The final chapter provides a "]
[{"$nulls":4},"new approach to risk neutral pricing that introduces the topic as a seamless and natural extension of the factor model approach   Whether being used as text for an intermediate level course in derivatives, or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing, readers will appreciate the book's ability to unify many disparate topics and models under a single conceptual theme.  James A Primbs is an Associate Professor of Finance at the Mihaylo College of Business and Economics at California State University, Fullerton."]