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Palgrave Macmillan

Absence Of Arbitrage Valuation: A Unified Framework For Pricing Assets And Securities

Absence Of Arbitrage Valuation: A Unified Framework For Pricing Assets And Securities

ISBN-13: 9781349476398
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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.


  • Author: P. Glabadanidis
  • Publisher: Palgrave Macmillan
  • Publication Date: Jul 10, 2014
  • Number of Pages: 161 pages
  • Language: English
  • Binding: Paperback
  • ISBN-10: 1349476390
  • ISBN-13: 9781349476398
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