A Factor Model Approach to Derivative Pricing
β Scribed by James A. Primbs
- Publisher
- Chapman and Hall/CRC
- Year
- 2016
- Tongue
- English
- Leaves
- 294
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
This book provides the fastest and simplest route to the majority of the results and equations in derivative pricing, and gives the reader the tools necessary to extend these ideas to new situations that they may encounter. It does so by focusing on a single underlying principle that is easy to grasp, and then it shows that this principle is the key to the majority of the results in derivative pricing. In that sense, it provides the "big picture" of derivative pricing by focusing on the underlying principle and not on mathematical technicalities. After reading this book, one is equipped with the tools needed to extend the concepts to any new pricing situation.
β¦ Subjects
Finance;Corporate Finance;Crowdfunding;Financial Risk Management;Wealth Management;Business & Money;Probability & Statistics;Applied;Mathematics;Science & Math;Economics;Economic Theory;Macroeconomics;Microeconomics;Business & Finance;New, Used & Rental Textbooks;Specialty Boutique;Finance;Business & Finance;New, Used & Rental Textbooks;Specialty Boutique;Statistics;Mathematics;Science & Mathematics;New, Used & Rental Textbooks;Specialty Boutique
π SIMILAR VOLUMES
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. <i>Credit Derivatives Pric
This edited volume will highlight recent research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models & pricing, model application & performance backtesting, new products & market featur