ENGLISH

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

By Keith Cuthbertson

Book information

Publisher
John Wiley & Sons Ltd (Import)
Year
1996
ISBN
0471953598, 9780471953593
Open Library ID
OL22126513M
Language
english
Format
PDF
Filesize
23 MB (23823627 bytes)
Series
Series in Financial Economics and Quantitative Analysis
Pages
493\493
Topic
Economy
Library
demonoid.me
Time added
2011-04-11 19:55:47

Description

Quantitative Financial Economics Stocks, Bonds and Foreign Exchange Quantitative techniques in finance have become vitally important to academics and professionals in the financial markets looking to gain a more profitable edge. Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. It covers the most recent theoretical and econometric advances in the field, including: Models of noise trader behaviour and short-termism Rational and intrinsic bubbles Chaos and time varying risk Non-stationarity and cointegration Rational expectations ARCH and GARCH models The author demonstrates how competing theoretical models may be tested and provides illustrative empirical results and theories from the stock, bond and foreign exchange markets. With a judicious blend of theory and practice Quantitative Financial Economics progresses from simple to more complex theoretical models and empirical tests, making it accessible to both students and practitioners undertaking research into the behaviour of asset returns and prices.

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