{"product_id":"factor-model-approach-to-derivative-pricing-1","title":"Factor Model Approach to Derivative Pricing","description":"\u003cp\u003eWritten in a highly accessible style, \u003cstrong\u003eA Factor Model Approach to Derivative Pricing\u003c\/strong\u003e 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 well as hedging and tree-based computational methods, but without reliance on the heavy prerequisites that often accompany such topics. \u003c\/p\u003e\u003cp\u003eWhether being used as text for an intermediate level course in derivatives, or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing, readers will appreciate the book’s ability to unify many disparate topics and models under a single conceptual theme. \u003c\/p\u003e","brand":"Taylor \u0026 Francis Inc","offers":[{"title":"Default Title","offer_id":54262854943064,"sku":"9781498763325","price":68.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9781498763325_7b62b6f7-a595-466f-ab60-30347159c2e4.jpg?v=1779426950","url":"https:\/\/agendabookshop.com\/products\/factor-model-approach-to-derivative-pricing-1","provider":"Agenda Bookshop","version":"1.0","type":"link"}