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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.
"synopsis" may belong to another edition of this title.
Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on analysis in discrete time. Following the huge success of the first edition, this second edition has been fully revised and updated to reflect new developments in theory and practice, including:
The authors provide theories and tests of competing ideas in financial markets using examples from the stock, bond and foreign exchange markets. Emphasis is placed on how models inform real-world decisions, making this book accessible to both students and quants practitioners studying the behaviour of asset returns and prices.
The book has a supporting website wiley.co.uk/cuthbertson which includes questions and answers, illustrative Excel and GAUSS programmes and econometrics notes.About the Author:
Keith Cuthbertson is Professor of Finance at CASS Business School, City University, London. He has been an advisor to the Bank of England 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 and Tanaka Business School, Imperial College, as well as undertaking consultancy with financial institutions.
Dirk Nitzsche is an Associate Professor in Finance at CASS Business School and previously was at the Tanaka Business School, Imperial College.
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Book Description Wiley, 1996. Paperback. Condition: New. Never used!. Seller Inventory # P110471953601
Book Description Wiley, 1996. Condition: New. book. Seller Inventory # M0471953601
Book Description John Wiley & Sons. Condition: New. pp. 492. Seller Inventory # 26262393
Book Description Wiley. PAPERBACK. Condition: New. 0471953601 New Condition. Seller Inventory # NEW99.1182040
Book Description John Wiley & Sons. Condition: New. pp. 492. Seller Inventory # 7585574
Book Description Condition: New. New. Seller Inventory # STR-0471953601
Book Description Wiley, 1996. Paperback. Condition: New. 1. Seller Inventory # DADAX0471953601