Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

Keith Cuthbertson & Dirk Nitzsche

Language: English

Publisher: Wiley

Published: Dec 2, 1996

Description:

This new edition of the hugely successful Quantitative FinancialEconomics has been revised and updated to reflect the mostrecent theoretical and econometric/empirical advances in thefinancial markets.   It provides an introduction to models ofeconomic behaviour in financial markets, focusing on discrete timeseries analysis.   Emphasis is placed on theory, testing andexplaining ‘real-world’ issues.

The new edition will include:

  • Updated charts and cases studies.
  • New companion website allowing students to put theory intopractice and to test their knowledge through questions andanswers.
  • Chapters on Monte Carlo simulation, bootstrapping andmarket microstructure.

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