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Q5. (a) Briefly explain law of one price with respect to the arbitrage pricing theory. (5 marks) (b) What are some of the characteristics that
Q5. (a) Briefly explain law of one price with respect to the arbitrage pricing theory. (5 marks) (b) What are some of the characteristics that each factor in a factor model must possess? Briefly explain
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Derivatives And Internal Models
Authors: H. Deutsch
4th Edition
1349307661, 9781349307661
