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A Factor Model Approach to Derivative Pricing
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A Factor Model Approach to Derivative Pricing Paperback - 2016

by James A. Primbs


Details

  • Title A Factor Model Approach to Derivative Pricing
  • Author James A. Primbs
  • Binding Paperback
  • Pages 292
  • Volumes 1
  • Language ENG
  • Publisher CRC Press
  • Date 2016-12-08
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index
  • ISBN 9781498763325 / 1498763324
  • Weight 1.15 lbs (0.52 kg)
  • Dimensions 9.9 x 7 x 0.7 in (25.15 x 17.78 x 1.78 cm)
  • Library of Congress subjects Derivative securities - Mathematical models, Derivative securities - Prices
  • Library of Congress Catalog Number 2016024980
  • Dewey Decimal Code 332.645

About the author

James A. Primbs holds undergraduate degrees in Mathematics and Electrical Engineering from UC Davis, an MS degree in Electrical Engineering from Stanford, and a PhD in Control and Dynamical System from Caltech. From 2001-2012 he served as an Assistant and then a Consulting Associate Professor in the Management Science and Engineering department at Stanford University. From 2012 to 2014 he was an Associate Professor in the Systems Engineering department at UT Dallas. He is currently an Associate Professor of Finance in the Mihaylo College of Business and Economics at California State University, Fullerton. He has won teaching awards at both the undergraduate and graduate level, given short courses to and consulted for the financial industry, and organized numerous conference tutorials and workshops, especially in the application of systems and control methods to finance. He is active in INFORMS where he has held various officer positions in the Section on Finance. His research interests involve the use of systems, optimization, and control theory in finance.
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A Factor Model Approach to Derivative Pricing

A Factor Model Approach to Derivative Pricing

by James A. Primbs

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1498763324
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A Factor Model Approach to Derivative Pricing

A Factor Model Approach to Derivative Pricing

by James A. Primbs

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1498763324
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A Factor Model Approach to Derivative Pricing
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A Factor Model Approach to Derivative Pricing

by Primbs, James A.

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9781498763325
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1498763324
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A Factor Model Approach to Derivative Pricing

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A Factor Model Approach to Derivative Pricing

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1498763324
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