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  • A FACTOR MODEL APPROACH TO DERIVATIVE PRICING
    ebook
    A FACTOR MODEL APPROACH TO DERIVATIVE PRICING
    JAMES A. PRIMBS
    Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including equity, interest-rate, and credit derivatives, as we...

    $1,480.00

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