The Resource Linear factor models in finance, [edited by] John Knight and Stephen Satchell, (electronic resource)
Linear factor models in finance, [edited by] John Knight and Stephen Satchell, (electronic resource)
Resource Information
The item Linear factor models in finance, [edited by] John Knight and Stephen Satchell, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of MissouriSt. Louis Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Linear factor models in finance, [edited by] John Knight and Stephen Satchell, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of MissouriSt. Louis Libraries.
This item is available to borrow from 1 library branch.
 Summary

 Annotation:
 Annotation:
 Language
 eng
 Extent
 xiv, 282 p.
 Isbn
 9780750660068
 Label
 Linear factor models in finance
 Title
 Linear factor models in finance
 Statement of responsibility
 [edited by] John Knight and Stephen Satchell
 Language
 eng
 Summary

 Annotation:
 Annotation:
 Cataloging source
 CaPaEBR
 Dewey number
 332.015118
 LC call number
 HG106
 LC item number
 .K55 2005eb
 http://library.link/vocab/relatedWorkOrContributorName

 Knight, John L
 Satchell, S.
 ebrary, Inc
 Series statement
 Quantitative finance series
 http://library.link/vocab/subjectName

 Finance
 Mathematics
 Summary expansion

 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
 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. * Covers the latest methods in this area. * Combines actual quantitative finance experience with analytical research rigour * Written by both quantitative analysts and academics who work in this area
 Label
 Linear factor models in finance, [edited by] John Knight and Stephen Satchell, (electronic resource)
 Bibliography note
 Includes bibliographical references and index
 Control code
 OCM1bookssj0000192607
 Dimensions
 unknown
 Extent
 xiv, 282 p.
 Governing access note
 License restrictions may limit access
 Isbn
 9780750660068
 Isbn Type
 :
 Other physical details
 ill.
 Specific material designation
 remote
 System control number
 (WaSeSS)ssj0000192607
 Label
 Linear factor models in finance, [edited by] John Knight and Stephen Satchell, (electronic resource)
 Bibliography note
 Includes bibliographical references and index
 Control code
 OCM1bookssj0000192607
 Dimensions
 unknown
 Extent
 xiv, 282 p.
 Governing access note
 License restrictions may limit access
 Isbn
 9780750660068
 Isbn Type
 :
 Other physical details
 ill.
 Specific material designation
 remote
 System control number
 (WaSeSS)ssj0000192607
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.umsl.edu/portal/LinearfactormodelsinfinanceeditedbyJohn/t07d1sAEdw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.umsl.edu/portal/LinearfactormodelsinfinanceeditedbyJohn/t07d1sAEdw/">Linear factor models in finance, [edited by] John Knight and Stephen Satchell, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.umsl.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.umsl.edu/">University of MissouriSt. Louis Libraries</a></span></span></span></span></div>