Linear Factor Models in Finance

by John Knight

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.Linear Factor Models covers an important area for Quantitative...

• Format: Hardcover
• Language: English
• ISBN: 0750660066
• ISBN13: 9780750660068
• Release Date: February 2005
• Publisher: Butterworth-Heinemann
• Length: 304 Pages
• Weight: 1.40 lbs.
• Dimensions: 0.9" x 6.8" x 9.5"