Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities - Softcover

Glabadanidis, P.

 
9781349476398: Absence of Arbitrage Valuation: A Unified Framework for Pricing Assets and Securities

Synopsis

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.

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About the Author

Paskalis Glabadanidis is Senior Lecturer in Finance at the University of Adelaide.

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