Vai al contenuto principale della pagina
Autore: | Primbs James A. |
Titolo: | A factor model approach to derivative pricing / / James A. Primbs, California State University, Fullerton, USA |
Pubblicazione: | Boca Raton, Florida : , : CRC Press, , [2014] |
©2014 | |
Descrizione fisica: | 1 online resource (294 pages) : illustrations |
Disciplina: | 332.6457 |
Soggetto topico: | Derivative securities - Prices |
Derivative securities - Mathematical models | |
Assets (Accounting) | |
Note generali: | "A Chapman & Hall book"--title page. |
Nota di bibliografia: | Includes bibliographical references and index. |
Nota di contenuto: | 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. |
Titolo autorizzato: | A factor model approach to derivative pricing |
ISBN: | 1-4987-6335-9 |
1-315-38029-3 | |
1-4987-6333-2 | |
Formato: | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910155240903321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |