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Bibframe Work

Title
A factor model approach to derivative pricing factor model approach to derivative pricing
Type
Text
Contribution
Primbs, James A. [author]
Language
English
Illustrative Content
illustrations
Classification
LCC: HG6024.A3 P737 2017 (Source: dlc)
DDC: 332.64/57 full (Assigner: dlc)
Identified By
Lccn: 2016024980
Content
text (Source: rdacontent)
Table Of Contents
Building blocks
It's dilemma
Stochastic differential equations
The factor model approach to arbitrage pricing
Constructing a factor pricing framework
Equity derivatives
Interest and credit derivatives
Hedging
Computation of solutions
The road to risk neutrality
Index.
Authorized Access Point
Primbs, James A. factor model approach to derivative pricing