Artboard 33 Artboard 16 Artboard 18 Artboard 15 Artboard 21 Artboard 1 Artboard 2 Artboard 5 Artboard 45 Artboard 45 Artboard 22 Artboard 9 Artboard 23 Artboard 17? Artboard 28 Artboard 43 Artboard 49 Artboard 47 Artboard 38 Artboard 32 Artboard 8 Artboard 22 Artboard 5 Artboard 25 Artboard 1 Artboard 42 Artboard 11 Artboard 41 Artboard 13 Artboard 23 Artboard 10 Artboard 4 Artboard 9 Artboard 20 Artboard 6 Artboard 11 Artboard 7 Artboard 3 Artboard 3 Artboard 12 Artboard 25 Artboard 34 Artboard 39 Artboard 24 Artboard 13 Artboard 19 Artboard 7 Artboard 24 Artboard 31 Artboard 4 Artboard 14 Artboard 27 Artboard 30 Artboard 36 Artboard 44 Artboard 12 Artboard 17 Artboard 17 Artboard 6 Artboard 27 Artboard 19 Artboard 30 Artboard 29 Artboard 29 Artboard 26 Artboard 18 Artboard 2 Artboard 20 Artboard 35 Artboard 15 Artboard 14 Artboard 48 Artboard 50 Artboard 26 Artboard 16 Artboard 40 Artboard 21 Artboard 29 Artboard 10 Artboard 37 Artboard 3 Artboard 3 Artboard 46 Artboard 8
e-book

Linear Factor Models in Finance (Cód: 2890174)

ELSEVIER S&T

Ooops! Este produto não está mais a venda.
Mas não se preocupe, temos uma versão atualizada para você.

Ooopss! Este produto está fora de linha, mas temos outras opções para você.
Veja nossas sugestões abaixo!

R$ 373,03 em até 10x de R$ 37,30 sem juros
Cartão Saraiva R$ 373,03 ou em até 15x de R$ 24,87 sem juros

Crédito:
Boleto:
Cartão Saraiva:

Total: R$0,00

Em até 10x sem juros de R$ 0,00


Linear Factor Models in Finance

R$373,03

Descrição

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

Características

Peso 0.00 Kg
Produto sob encomenda Sim
Marca ELSEVIER S&T
Idioma 337
Acabamento e-book
Territorialidade Internacional
Proteção Drm Sim
Código do Formato Pdf
Cód. Barras 9780080455327
Ano da edição 12005
Ano da Publicação 2004