Linear Factor Models in Finance (notice n° 81262)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02355cam a2200289zu 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FRCYB10086311 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250108085617.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250108s2004 fr | o|||||0|0|||eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780750660068 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | FRCYB10086311 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | FR-PaCSA |
| Language of cataloging | en |
| Transcribing agency | |
| Description conventions | rda |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Satchell, Stephen |
| 245 01 - TITLE STATEMENT | |
| Title | Linear Factor Models in Finance |
| Statement of responsibility, etc. | ['Satchell, Stephen', 'Knight, John'] |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Name of producer, publisher, distributor, manufacturer | Elsevier Science |
| Date of production, publication, distribution, manufacture, or copyright notice | 2004 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | p. |
| 336 ## - CONTENT TYPE | |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type code | c |
| Source | rdamdedia |
| 338 ## - CARRIER TYPE | |
| Carrier type code | c |
| Source | rdacarrier |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Satchell, Stephen |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Knight, John |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Access method | Cyberlibris |
| Uniform Resource Identifier | <a href="https://international.scholarvox.com/netsen/book/10086311">https://international.scholarvox.com/netsen/book/10086311</a> |
| Electronic format type | text/html |
| Host name | |
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