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

by P. Glabadanidis
Save 35% Save 35%
Current price ₹3,672.00
Original price ₹5,649.00
Original price ₹5,649.00
Original price ₹5,649.00
(-35%)
₹3,672.00
Current price ₹3,672.00

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Book cover type: Paperback
  • ISBN13: 9781349476398
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Palgrave MacMillan
  • Publication Date:
  • Pages: 148
  • Original Price: EUR 49.99
  • Language: English
  • Edition: 2014
  • Item Weight: 214 grams
  • BISAC Subject(s): Investments & Securities / Commodities / General, Corporate Finance / General, and Finance / Financial Risk Management

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.

Paskalis Glabadanidis is Senior Lecturer in Finance at the University of Adelaide.

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