Title
Linear Factor Models in Finance (Quantitative Finance),Used
Delivery time: 8-12 business days (International)
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
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We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Frequently Asked Questions
- Q: What is the main focus of 'Linear Factor Models in Finance'? A: The book primarily focuses on the science of asset pricing, specifically using Linear Factor Modelling, which is a widely used technique in quantitative finance for valuing stocks, bonds, options, and derivatives.
- Q: Who is the author of this book? A: The book is authored by John Knight, who combines both quantitative finance experience and academic research.
- Q: What are the key topics covered in this book? A: Key topics include asset valuation, portfolio theory, dynamic asset allocation strategies, risk management, and the integration of various asset pricing theories such as CAPM and arbitrage pricing theory.
- Q: What prior knowledge is recommended for readers? A: Readers should have a working knowledge of basic calculus, simple optimization, and elementary statistics, particularly in algebraic manipulation of means and variances.
- Q: Is this book suitable for beginners in finance? A: While it provides valuable insights, it is better suited for those with some foundational knowledge in quantitative finance and mathematics.
- Q: What is the condition of the book? A: The book is listed as a used book in good condition, indicating it may show some signs of wear but is still functional.
- Q: How many pages does this book have? A: The book contains a total of 304 pages.
- Q: What type of binding does this book have? A: This book is bound as a hardcover, providing durability and a professional appearance.
- Q: When was 'Linear Factor Models in Finance' published? A: The book was published on February 11, 2005.
- Q: What edition of the book is available? A: This is the first edition of 'Linear Factor Models in Finance'.