Coverart for item
The Resource Absence of arbitrage valuation : a unified framework for pricing assets and securities, Paskalis Glabadanidis

Absence of arbitrage valuation : a unified framework for pricing assets and securities, Paskalis Glabadanidis

Label
Absence of arbitrage valuation : a unified framework for pricing assets and securities
Title
Absence of arbitrage valuation
Title remainder
a unified framework for pricing assets and securities
Statement of responsibility
Paskalis Glabadanidis
Creator
Subject
Language
eng
Summary
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.--
Assigning source
Provided by Publisher
Cataloging source
UKMGB
http://library.link/vocab/creatorName
Glabadanidis, Paskalis
Dewey number
332.645
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Arbitrage
  • Securities
  • Investments
Label
Absence of arbitrage valuation : a unified framework for pricing assets and securities, Paskalis Glabadanidis
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier MARC source
rdacarrier.
Content category
text
Content type MARC source
rdacontent.
Control code
FIEb17595630
Dimensions
23 cm.
Extent
xii, 148 pages
Isbn
9781137373021
Media category
unmediated
Media MARC source
rdamedia.
System control number
(OCoLC)868511538
Label
Absence of arbitrage valuation : a unified framework for pricing assets and securities, Paskalis Glabadanidis
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier MARC source
rdacarrier.
Content category
text
Content type MARC source
rdacontent.
Control code
FIEb17595630
Dimensions
23 cm.
Extent
xii, 148 pages
Isbn
9781137373021
Media category
unmediated
Media MARC source
rdamedia.
System control number
(OCoLC)868511538

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...