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Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and
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Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities Hardcover - 2014

by P. Glabadanidis


From the publisher

Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.

Details

  • Title Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities
  • Author P. Glabadanidis
  • Binding Hardcover
  • Pages 148
  • Volumes 1
  • Language ENG
  • Publisher Palgrave MacMillan
  • Date 2014-07-10
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • ISBN 9781137373021 / 1137373024
  • Weight 0.7 lbs (0.32 kg)
  • Dimensions 8.6 x 5.5 x 0.6 in (21.84 x 13.97 x 1.52 cm)
  • Library of Congress subjects Arbitrage, Securities - Valuation
  • Library of Congress Catalog Number 2014000485
  • Dewey Decimal Code 332.645

About the author

Paskalis Glabadanidis is Senior Lecturer in Finance at the University of Adelaide.
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Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities
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Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities

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Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities

Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities

by Paskalis Glabadanidis

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Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities
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Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities

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