Absence of Arbitrage Valuation

1. Front Matter

   Pages i-xiii

   PDF

2. Asset Pricing Models

   • Paskalis Glabadanidis

   Pages 1-13

3. Discounted Cash Flow Valuation

   • Paskalis Glabadanidis

   Pages 15-27

4. Relative Valuation with Equity and Value Multiples

   • Paskalis Glabadanidis

   Pages 29-35

5. Financial Options

   • Paskalis Glabadanidis

   Pages 37-57

6. Real Options

   • Paskalis Glabadanidis

   Pages 59-66

7. Fixed Income Securities

   • Paskalis Glabadanidis

   Pages 67-99

8. Fixed Income Derivatives

   • Paskalis Glabadanidis

   Pages 101-115

9. Foreign Exchange

   • Paskalis Glabadanidis

   Pages 117-135

10. What Next?

    • Paskalis Glabadanidis

    Pages 137-141

11. Back Matter

    Pages 143-148

    PDF

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.

• asset pricing
• Bond Yields
• Bonds
• capital
• derivatives
• Discounted Cash Flow
• Futures
• growth
• interest rates
• macroeconomics
• Option Pricing
• Option Valuation
• Options
• Portfolio
• Swaps
• investments and securities

"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)

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

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