Quantitative financial economics : stocks, bonds and foreign exchange / Keith Cuthbertson and Dirk Nitzsche.
"Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on analysis in discrete time. Following the huge success of the first edition, this second edition has been fully revised and updated to reflect new development...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester, England ; Hoboken, NJ :
Wiley,
[2004]
|
| Edition: | Second edition. |
| Subjects: |
| Summary: | "Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on analysis in discrete time. Following the huge success of the first edition, this second edition has been fully revised and updated to reflect new developments in theory and practice." "The authors provide theories and tests of competing ideas in financial markets using examples from the stock, bond and foreign exchange markets. Emphasis is placed on how models inform real-world decisions, making this book accessible to both students and quants practitioners studying the behaviour of asset returns and prices."--BOOK JACKET. |
|---|---|
| Physical Description: | xiv, 720 pages : illustrations ; 25 cm |
| Bibliography: | Includes bibliographical references (pages 683-712) and index. |
| ISBN: | 0470091711 9780470091715 |