Environmental Microbiology

Research output: Book/ReportBook

155 Citations (Scopus)

Abstract

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.

Original languageEnglish (US)
PublisherElsevier Inc.
ISBN (Print)9780123705198
DOIs
StatePublished - 2009

Fingerprint

Environmental Microbiology
microbiology
assets
Costs and Cost Analysis
Linear Models
modeling
econometrics
valuation
Internationality
Calculi
Risk Management
calculi
risk management
concentrating
Economics
managers
statistics
book

ASJC Scopus subject areas

  • Microbiology
  • Ecology, Evolution, Behavior and Systematics

Cite this

Environmental Microbiology. / Pepper, Ian L; Gerba, Charles P; Gentry, Terry; Maier, Raina Margaret.

Elsevier Inc., 2009.

Research output: Book/ReportBook

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