Absence of Arbitrage Valuation

A Unified Framework for Pricing Assets and Securities

Authors: Glabadanidis, P.

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About this book

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.

About the authors

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

Reviews

"Absence of Arbitrage Valuation provides a simple yet comprehensive approach to asset pricing and valuation based on absence of arbitrage arguments. The text starts out by presenting the most basic valuation and asset pricing models and progresses to discussing more complicated financial instruments and real investment projects. The book will be of much use to practitioners as well as students and academics who seek a carefully explained yet hands-on approach to valuation."

-Sumru Altug, Koc University and CEPR, author of Asset Pricing for Dynamic Economies (2008)


Table of contents (9 chapters)

Buy this book

eBook $79.99
price for USA
  • ISBN 978-1-137-37287-1
  • Digitally watermarked, no DRM
  • Included format: PDF, EPUB
  • eBooks can be used on all reading devices
  • Download immediately after purchase
Hardcover $105.00
price for USA
  • ISBN 978-1-137-37302-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $100.00
price for USA
  • ISBN 978-1-349-47639-8
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.

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Bibliographic Information

Bibliographic Information
Book Title
Absence of Arbitrage Valuation
Book Subtitle
A Unified Framework for Pricing Assets and Securities
Authors
Copyright
2014
Publisher
Palgrave Macmillan US
Copyright Holder
Palgrave Macmillan, a division of Nature America Inc.
eBook ISBN
978-1-137-37287-1
DOI
10.1057/9781137372871
Hardcover ISBN
978-1-137-37302-1
Softcover ISBN
978-1-349-47639-8
Edition Number
1
Number of Pages
XIII, 148
Topics