Linear factor models in finance / John Knight and Stephen Satchell

By:

Knight, John

Contributor(s):

Satchell, Stephen

Material type: Text

TextPublication details: Amsterdam : Elsevier Butterworth-Heinemann, 2005Description: ix, 282p. 23cmISBN:

0750660066

Subject(s):

DDC classification:

332.015118 KNI

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	332.015118 KNI (Browse shelf(Opens below))	Available		IIMC-117203

Total holds: 0

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.

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