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Linear Factor Models in Finance (Quantitative Finance) by JOHN KNIGHT AND STEPHEN SATCHELL is a nonfiction available to read on EtoBox.

What is Linear Factor Models in Finance (Quantitative Finance) about?

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 minim

Who reads Linear Factor Models in Finance (Quantitative Finance)?

Author

JOHN KNIGHT AND STEPHEN SATCHELL

Publisher

ELSEVIER BUTTERWORTH HEINEMANN

Published

2005

Language

EN

ISBN

9786610638819

Category

nonfiction

Subjects

Economics, Finance, Business