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Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Stocks & shares
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A Factor Model Approach to Derivative Pricing (Paperback)
Loot Price: R1,706
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A Factor Model Approach to Derivative Pricing (Paperback)
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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.
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.
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