Linear Factor Models in Finance /
Linear Factor Models in Finance /
(edited by) John Knight & Stephen Satchell.
- Amsterdam; Oxford: Elsevier Butterworth-Heinemann, 2005.
- xiv, 282p. : ill. ; 25cm
- Quantitative Finance Series .
Includes bibliographical references and index.
The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed dramatically in the last few years due to advances in financial theory and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling.
0750660066 9780750660068
Finance -- Mathematical models.
330.01'5195
Includes bibliographical references and index.
The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed dramatically in the last few years due to advances in financial theory and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling.
0750660066 9780750660068
Finance -- Mathematical models.
330.01'5195