Absence of Arbitrage Valuation

A Unified Framework for Pricing Assets and Securities

  • Authors
  • Paskalis¬†Glabadanidis

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Paskalis Glabadanidis
    Pages 1-13
  3. Paskalis Glabadanidis
    Pages 15-27
  4. Paskalis Glabadanidis
    Pages 29-35
  5. Paskalis Glabadanidis
    Pages 37-57
  6. Paskalis Glabadanidis
    Pages 59-66
  7. Paskalis Glabadanidis
    Pages 67-99
  8. Paskalis Glabadanidis
    Pages 101-115
  9. Paskalis Glabadanidis
    Pages 117-135
  10. Paskalis Glabadanidis
    Pages 137-141
  11. Back Matter
    Pages 143-148

About this book

Introduction

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.

Keywords

asset pricing Bond Yields Bonds capital derivatives Discounted Cash Flow Futures growth interest rates macroeconomics Option Pricing Option Valuation Options Portfolio Swaps

Bibliographic information

  • DOI https://doi.org/10.1057/9781137372871
  • Copyright Information Palgrave Macmillan, a division of Nature America Inc. 2014
  • Publisher Name Palgrave Macmillan, New York
  • eBook Packages Palgrave Economics & Finance Collection
  • Print ISBN 978-1-349-47639-8
  • Online ISBN 978-1-137-37287-1
  • About this book