A factor model approach to derivative pricing / James A. Primbs

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Publisher: Boca Raton, Florida : CRC Press, [2016]Description: 1 Online-RessourceSubject(s): Additional physical formats: 9781498763370. | 9781498763356. | 1498763324 | 9781498763325 | 1498763332. | 9781498763332. | 9781498763356. | 9781498763370. | Erscheint auch als: No title Druck-Ausgabe | Print version: Factor model approach to derivative pricing. Boca Raton, Florida : CRC Press, [2016]DDC classification:
  • 332.64/57
MSC: MSC: *91-01 | 91G20 | 60H30 | 62P05 | 91G30 | 91G40LOC classification:
  • HG6024.A3
Online resources: Summary: Building blocks -- It's dilemma -- Stochastic differential equations -- The factor model approach to arbitrage pricing -- Constructing a factor pricing framework -- Equity derivatives -- Interest and credit derivatives -- Hedging -- Computation of solutions -- The road to risk neutrality -- IndexPPN: PPN: 879108088Package identifier: Produktsigel: ZDB-4-NLEBK
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