عنوان

Absence of arbitrage valuation :

شابک

1137373024 (hardback : alk. paper)

شابک

9781137373021 (hardback : alk. paper)

شماره

dltt

عنوان اصلي

Absence of arbitrage valuation :

نام عام مواد

[Book]

ساير اطلاعات عنواني

a unified framework for pricing assets and securities /

نام نخستين پديدآور

Paskalis Glabadanidis

وضعيت ويراست

First edition

نام خاص و کميت اثر

xii, 148 pages :

ساير جزييات

illustrations ;

ابعاد

23 cm

متن يادداشت

Includes bibliographical references and index

متن يادداشت

Theoretical finance has always recognized the power of the simple dominance argument in valuing bond prices, options, equity, and cash flow. Yet what remains unclear is how far a simple dominance framework, coupled with a minimum of equilibrium asset pricing theory, goes towards pricing assets and securities. Such a framework also extends to incomplete financial markets, which provides useful applications for using discounted cash flow valuation and absence of arbitrage valuation simultaneously. 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. Glabadanidis argues that all valuation is relative and unique to the replicating portfolio argument from option pricing theory. This work reveals how absence of arbitrage valuation can be applied to bonds, international finance, and real options. Readers are also shown how this type of valuation can be applied to the pricing of new financial instruments, such as contingent convertible debt and weather derivatives. Book jacket

موضوع مستند نشده

Arbitrage

موضوع مستند نشده

Investments-- Valuation

موضوع مستند نشده

Securities-- Valuation

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Glabadanidis, Paskalis

تاريخ عمليات

20140904231954.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y