Butrwrth H 1 Ed 0750660066 Linear Factor Models In Finance Quantitative Finance rar (0750660066)

Like Book123?! Give us +1

More

m Butterworth-Heinemann, «Linear Factor Models in Finance (Quantitative Finance)»

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

Buy Book at Lowest Price on Amazon

-------------------

Rating:
2.5 out of 5 by Book123

Download Links
Server	Status
Direct Download Link 1	Alive
Direct Download Link 2	Alive
Link FroM RapidShare.COM	Alive
Download Link (Link FroM iFile.IT)	Alive
Buy This Book at Best Price >>

Like this article?! Give us +1:

	Economics/Finances Linear Factor Models in Finance John Knight , Stephen Satchell , "Linear Factor Models in Finance"Butterworth-Heinemann; 1 edition (January 28, 2005) \| ISBN:0750660066 \| 304 pages \| PDF \| 1,5 Mb MIRROR : IceFile.com
	Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) Author: Andrea Roncoroni, Gianluca FusaiPublisher: Springer (2008)Binding: Hardcover, 608 pagespricer: $79.95ISBN-10: 3540223487editorialreviewsThis book puts numerical methods into action for the purpose of solving concrete problems arisin ...
	Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models (Dynamic Modeling and Econometrics in Economics and Finance) Author: Bruce D. Craven, Sardar M. N. IslamPublisher: Springer (2005)Binding: Hardcover, 163 pagespricer: $115.00ISBN-10: 0387242791editorialreviewsMany optimization questions arise in economics and finance; an important example of this is ...
	The Analytics of Risk Model Validation (Quantitative Finance) (Quantitative Finance) Author: Publisher: Academic Press (2007)Binding: Hardcover, 216 pagespricer: $69.95ISBN-10: 0750681586editorialreviewsRisk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regul ...
	Linear Factor Models in Finance (Quantitative Finance) Author: Publisher: Butterworth-Heinemann (2005)Binding: Hardcover, 304 pagespricer: $102.00ISBN-10: 0750660066editorialreviewsThe determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific proc ...
	Economics/Finances Hedge Fund Investment Management (Elsevier Finance) From Butterworth-Heinemann [ReUpload] m Butterworth-Heinemann, «Hedge Fund Investment Management (Elsevier Finance)»Publisher: Butterworth-Heinemann (December 26, 2005) \| ISBN-10: 0750660074 \| ISBN-13: 978-0750660075 \| 352 Pages \| PDF \| 2.7 MBThere has been a tremendous growt ...

Share this page with your friends now!
Text link
Forum (BBCode)
Website (HTML)

DISCLAIMER:

This site does not store Economics/Finances Linear Factor Models in Finance (Quantitative Finance) From Butterworth-Heinemann [Repost] on its server. We only index and link to Economics/Finances Linear Factor Models in Finance (Quantitative Finance) From Butterworth-Heinemann [Repost] provided by other sites. Please contact the content providers to delete Economics/Finances Linear Factor Models in Finance (Quantitative Finance) From Butterworth-Heinemann [Repost] if any and email us, we'll remove relevant links or contents immediately.

Book123

Categories

Share With Friends

Archive by Date

Search Tag

Newest

Useful Links

Economics/Finances Linear Factor Models in Finance (Quantitative Finance) From Butterworth-Heinemann [Repost]

Related Articles

DISCLAIMER:

Comments (0) All