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Linear Factor Models in Finance (Quantitative Finance)

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 | #3194267 in eBooks |  2004-12-01 |  2004-12-01 | File type: PDF

||About the Author|Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides c

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/...

You can specify the type of files you want, for your gadget.Linear Factor Models in Finance (Quantitative Finance)   |  From Butterworth-Heinemann. I really enjoyed this book and have already told so many people about it!

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