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portada Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)
Type
Physical Book
Publisher
Author
Year
2004
Language
English
Pages
736
Format
Paperback
Weight
3
ISBN
0470091711
ISBN13
9780470091715
Edition No.
2
Categories

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)

Keith Cuthbertson; Dirk Nitzsche (Author) · John Wiley And Sons Ltd · Paperback

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series) - Keith Cuthbertson; Dirk Nitzsche

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Synopsis "Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series) "

This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets.   It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis.   Emphasis is placed on theory, testing and explaining ‘real-world’ issues. The new edition will include: Updated charts and cases studies. New companion website allowing students to put theory into practice and to test their knowledge through questions and answers. Chapters on Monte Carlo simulation, bootstrapping and market microstructure.

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