Linear factor models in finance [electronic resource] / John Knight and Stephen Satchell.

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 concen...

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Bibliographic Details

Online Access:	Full Text (via ScienceDirect)
Main Author:	Knight, John L.
Other Authors:	Satchell, Stephen, 1949-
Format:	Electronic eBook
Language:	English
Published:	Oxford ; Boston : Elsevier/Butterworth-Heinemann, 2005.
Series:	Quantitative finance series.
Subjects:	Finance > Mathematical models.