Linear factor models in finance /
Knight, John
Linear factor models in finance / John Knight and Stephen Satchell - Amsterdam : Elsevier Butterworth-Heinemann, 2005 - ix, 282p. 23cm
The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing. This book covers the science of asset pricing by concentrating on the most widely used modeling technique called: Linear Factor Modeling. Linear Factor Models covers an important area for Quantitative Analysts/Investment Managers who are developing Quantitative Investment Strategies. LFM are part of modern investment processes that include asset valuation, portfolio theory and applications, linear factor models and applications, dynamic asset allocation strategies, portfolio performance measurement, risk management, international perspectives, and the use of derivatives.
0750660066
Finance--Mathematical models
prices--mathematical models
Risk management
332.015118 / KNI
Linear factor models in finance / John Knight and Stephen Satchell - Amsterdam : Elsevier Butterworth-Heinemann, 2005 - ix, 282p. 23cm
The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing. This book covers the science of asset pricing by concentrating on the most widely used modeling technique called: Linear Factor Modeling. Linear Factor Models covers an important area for Quantitative Analysts/Investment Managers who are developing Quantitative Investment Strategies. LFM are part of modern investment processes that include asset valuation, portfolio theory and applications, linear factor models and applications, dynamic asset allocation strategies, portfolio performance measurement, risk management, international perspectives, and the use of derivatives.
0750660066
Finance--Mathematical models
prices--mathematical models
Risk management
332.015118 / KNI