Central Bank of Nigeria Library

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Linear Factor Models in Finance / (edited by) John Knight & 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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Item type Current library Collection Call number Copy number Status Date due Barcode
Monograph & others Monograph & others CBN HQ Library 330.01'5195 KNI (Browse shelf(Opens below)) Available 31008100019914
Monograph & others Monograph & others CBN HQ Library 330.01'5195 KNI (Browse shelf(Opens below)) Available 31008100019906
Monograph & others Monograph & others CBN IBADAN BRANCH LIBRARY General Stacks 330.01'5195 KNI (Browse shelf(Opens below)) C.1 Available 31008100728332
Monograph & others Monograph & others CBN KANO BRANCH LIBRARY General Stacks Non-fiction 330.01'5195 KNI (Browse shelf(Opens below)) c.1 Available 31008100647714
Monograph & others Monograph & others CBN ENUGU BRANCH LIBRARY General Stacks Non-fiction 330.01'5195 KNI (Browse shelf(Opens below)) c. 1 Available 31008100636857
Monograph & others Monograph & others CBN LAGOS LAISON OFFICE LIBRARY General Stacks Non-fiction 330.01'5195 KNI (Browse shelf(Opens below)) c.1 Available 31008101173561
Monograph & others Monograph & others CBN LAGOS LEARNING CENTRE LIBRARY General Stacks Non-fiction 330.01'5195 KNI (Browse shelf(Opens below)) c.1 Available 31008100848031
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330.01'5195 GRE Econometric analysis / 330.01'5195 HAL Understanding econometrics / 330.01'5195 KEL Introduction to econometrics : 330.01'5195 KNI Linear Factor Models in Finance / 330.01'5195 KOO Analysis of economic data / 330.01'5195 LEE Panel data econometrics : 330.01'5195 MCC Measurement and meaning in economics :

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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