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About this product
- DescriptionThe determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed 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.
- Author BiographyStephen 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 consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
- PublisherElsevier Science & Technology
- Date of Publication01/12/2004
- GenreBusiness, Accounting & Vocational: Textbooks & Study Guides
- Series TitleQuantitative Finance
- Place of PublicationOxford
- Country of PublicationUnited Kingdom
- ImprintButterworth-Heinemann Ltd
- Content NoteIllustrated; Illustrations, unspecified
- Weight650 g
- Width156 mm
- Height234 mm
- Edited byJohn Knight
- Series Edited byStephen Satchell
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