Cuthbertson / Nitzsche Quantitative Financial Economics

Stocks, Bonds and Foreign Exchange
2. Auflage 2005
ISBN: 978-0-470-09172-2
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 736 Seiten, E-Book

Reihe: Financial Economics and Quantitative Analysis Series

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.

Autoren/Hrsg.

Cuthbertson, Keith

Nitzsche, Dirk

Über Autor(innen)

Keith Cuthbertson is Professor of Finance at CASS Business School,City University, London. He has been an advisor to the Bank ofEngland and UK Treasury and a visitor at the Federal Reserve,Washington DC and Bundesbank Professor at the Freie University,Berlin. He has held chairs at the University of Newcastle andTanaka Business School, Imperial College, as well as undertakingconsultancy with financial institutions.
Dirk Nitzsche is an Associate Professor in Finance at CASSBusiness School and previously was at the Tanaka Business School,Imperial College.