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Quantitative Financial Economics

Keith Cuthbertson, Dirk Nitzsche · ISBN 9780470091715
Quantitative Financial Economics | Zookal Textbooks | Zookal Textbooks
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Publisher John Wiley & Sons (UK)
Author(s) Keith Cuthbertson / Dirk Nitzsche
Subtitle Stocks, Bonds and Foreign Exchange
Published 19th November 2004
Related course codes

Stocks, Bonds and Foreign Exchange

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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