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Arbitrage valuation
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Ebook "Absence of arbitrage valuation: A unified framework for pricing assets and securities" 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.
154p
loivantrinh
29-10-2023
5
4
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Ebook Investments (Tenth edition): Part 2 presents the following content: Chapter 9 the capital asset pricing model, chapter 10 arbitrage pricing theory and multifactor models of risk and return, chapter 11 the efficient market hypothesis, chapter 12 behavioral finance and technical analysis, chapter 13 empirical evidence on security returns, chapter 14 bond prices and yields, chapter 15 the term structure of interest rates, chapter 16 managing bond portfolios, chapter 17 macroeconomic and industry analysis, chapter 18 equity valuation models, chapter 19 financial statement analysis, chapte...
761p
haojiubujain01
06-06-2023
7
4
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Ebook Essentials of investments (Seventh edition): Part 2 presents the following content: Chapter 1 investments: background and issues; chapter 2 asset classes and financial instruments; chapter 3 securities markets; chapter 4 mutual funds and other investment companies; chapter 5 risk and return: pastand prologue; chapter 6 efficient diversification; chapter 7 capital asset pricing and arbitrage pricing theory; chapter 8 the efficient market hypothesis; chapter 9 behavioral finance and technical analysis; chapter 10 bond prices and yields; chapter 11 managing bond portfolios.
364p
runthenight04
04-01-2023
23
7
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(bq) these topics include electricity load and price forecasting, security-constrained unit commitment and price-based unit commitment, market power and monitoring, arbitrage in electricity markets, generation asset valuation and risk analysis, auction market design for energy and ancillary services, as well as transmission congestion management and pricing.
546p
tinhlinh123
14-03-2018
64
3
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This article examines the pricing of catastrophe risk bonds. Catastrophe risk cannot be hedged by traditional securities. Therefore, the pricing of catastrophe risk bonds requires an incomplete markets setting, and this creates special difficulties in the pricing methodology. The authors briefly discuss the theory of equilibrium pricing and its relationship to the standard arbitrage-free valuation framework. Equilibrium pricing theory is used to develop a pricing method based on a model of the term structure of interest rates and a probability structure for the catastrophe risk.
27p
taisaocothedung
12-01-2013
54
2
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