A factor model approach to derivative pricing

James A. Primbs (California State University, Fullerton, USA)

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 -- Index

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Year of publication:	[2017]
Authors:	Primbs, James
Publisher:	Boca Raton : CRC Press
Subject:	Derivat \| Derivative \| Kapitalmarkttheorie \| Financial economics \| Arbitrage Pricing \| Arbitrage pricing \| Theorie \| Theory
Description of contents:	Table of Contents [gbv.de] ; Description [zbmath.org]

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Extent:	xxi, 271 Seiten Illustrationen
Series:	A Chapman & Hall book
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Lehrbuch ; Textbook
Language:	English
ISBN:	978-1-4987-6332-5 ; 978-1-4987-6333-2 ; 978-1-4987-6335-6 ; 978-1-4987-6337-0
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011553516