| 000 | 01190nam a2200265 a 4500 | ||
|---|---|---|---|
| 001 | CBN000000114 | ||
| 005 | 20151013135827.0 | ||
| 008 | 020813s2005 ne a 001 0 eng d | ||
| 020 | _a0750660066 | ||
| 020 | _a9780750660068 | ||
| 040 | _aCBNCAT | ||
| 082 |
_a330.01'5195 _222 |
||
| 245 | 1 | 0 |
_aLinear Factor Models in Finance / _c(edited by) John Knight & Stephen Satchell. |
| 260 |
_aAmsterdam; _aOxford: _bElsevier Butterworth-Heinemann, _c2005. |
||
| 300 |
_a xiv, 282p. : _bill. ; _c25cm |
||
| 440 | _aQuantitative Finance Series | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 520 | _aThe 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. | ||
| 590 | _arpm 05/09/13 | ||
| 591 | _aLoans | ||
| 650 | 0 |
_aFinance _x Mathematical models. |
|
| 700 | _aKnight, John L. | ||
| 700 | _aSatchell, Stephen | ||
| 942 |
_2ddc _cBOOK |
||
| 999 |
_c544 _d544 |
||