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Linear factor models in finance / (edited by) John Knight and Stephen Satchell.

Contributor(s): Material type: TextTextSeries: Quantitative Finance SeriesPublication details: Amsterdam; Oxford: Elsevier Butterworth-Heinemann, 2005.Description: xiv, 282p. : ill. ; 25cmISBN:
  • 0750660066
  • 9780750660068
Subject(s): DDC classification:
  • 330.01'5195 22
Summary: 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.
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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.

rpm 05/09/13

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