Linear Factor Models in Finance - Quantitative Finance (Hardback)
  • Linear Factor Models in Finance - Quantitative Finance (Hardback)
zoom

Linear Factor Models in Finance - Quantitative Finance (Hardback)

(editor), (series editor)
£81.00
Hardback 304 Pages / Published: 01/12/2004
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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 Analysts/Investment Managers who are developing Quantitative Investment Strategies. Linear factor models (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. The book develops the building blocks for one of the most important theories of asset pricing - Linear Factor Modelling. Within this framework, we can include other asset pricing theories such as the Capital Asset Pricing Model (CAPM), arbitrage pricing theory and various pricing formulae for derivatives and option prices. As a bare minimum, the reader of this book must have a working knowledge of basic calculus, simple optimisation and elementary statistics. In particular, the reader must be comfortable with the algebraic manipulation of means, variances (and covariances) of linear combination(s) of random variables. Some topics may require a greater mathematical sophistication.

Publisher: Elsevier Science & Technology
ISBN: 9780750660068
Number of pages: 304
Weight: 650 g
Dimensions: 234 x 156 x 17 mm

You may also be interested in...

Investment Banking For Dummies
Added to basket
Investing for Dummies - UK
Added to basket
The Wolf of Wall Street
Added to basket
Property Tycoon
Added to basket
£12.99
Paperback
Business Adventures
Added to basket
£10.99
Paperback
The Financial Times Guide to Investing
Added to basket
Liar's Poker
Added to basket
£9.99
Paperback
Introductory Econometrics for Finance
Added to basket
Corporate Financial Management
Added to basket
Archives of the Valuation Office
Added to basket
Get Started in Shares
Added to basket
Investing in Shares For Dummies
Added to basket
Rich Dad's Guide to Investing
Added to basket
£14.99   £10.49
Paperback
Treasure Islands
Added to basket
Shares Made Simple
Added to basket
£13.99
Paperback
Moneyball
Added to basket
£11.99
Paperback

Reviews

Please sign in to write a review

Your review has been submitted successfully.