TY  - BOOK
AU  - Knight, John L.
AU  - Satchell, Stephen
TI  - Linear Factor Models in Finance
SN  - 0750660066   
U1  - 330.01'5195 22
PY  - 2005///
CY  - Amsterdam; , Oxford: 
PB  - Elsevier Butterworth-Heinemann
KW  - Finance
KW  -  Mathematical models
N1  - Includes bibliographical references and index
N2  - 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.
ER  -