Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

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9780470091715: Quantitative Financial Economics: 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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

From the Back Cover:

"QFE is a clear, up-to-date text on the application of econometric techniques to the analysis of financial markets. What is particularly good about this book is that it combines a very lucid explanation of the relevant economic theories, a precise description of the econometric issues involved in their analysis and an admirably succinct account of the evidence from the best work in the field."
—David Miles, Professor of Finance, Tanaka Business School, Imperial College, London

"Apart from making complex material intelligible, the authors provide a number of insights that just make things click. I have used the first edition of this text on several Masters courses and the students loved it--so did I. The second edition is even better. Quite simply it is a book every quant financial economist will use regularly and need to have close at hand."
—Mark Salmon, Professor of Finance, Warwick Business School, University of Warwick

"Empirical finance has become a key subject in most graduate courses thanks in large part to the dramatic and important strides the subject has taken in recent years. The new edition of this popular and highly readable book has been thoroughly revised and will become essential reading for these courses. I like especially its modern treatment and comprehensive coverage of the subject, and its accessibility for students."
—Mike Wickens, Professor of Economics, University of York

"QFE provides an excellent overview of received and more recent thinking on financial markets at a level suitable for graduate students and researchers. The treatment is well balanced between theory and empirical work, the coverage is wide and up-to-date and the exposition is clear, fluent and accessible. Every researcher and student of financial markets will want to have a copy of this book – not on their shelf but open on their desk."
—Mark Taylor, Professor of Economics, University of Warwick Research Fellow, Centre for Economic Policy Research

"One of the key challenges for economists and strategists working in the fund management industry is to develop and implement an investment process which is practical, firmly rooted in finance theory and statistically sound. This book brings together all the topics necessary to meet this challenge, and in a style that will make it very popular with finance practitioners."
—Andrew Clare, Financial Economist, Legal & General Investment Management, London

"This book is an essential cornerstone for every economist who wants to learn as well as understand the ever-expanding field of quantitative financial economics. Every researcher, practitioner and graduate student will benefit from the book's skillful presentation, insight and clarity of a wide range of important topics. A wonderful text and a definite ‘must have’ and ‘must read’."
—Gregory D. Hess, Russell S. Bock Professor of Economics, Claremont McKenna College, California.

From the Inside Flap:

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:

  • Behavioural finance: Preferences, arbitrage and learning
  • Mean-variance and intertemporal asset allocation
  • Performance of mutual and hedge funds
  • Momentum, value-glamour strategies, style investing, market timing.
  • Stochastic discount factor models: Equity premium and volatility puzzles
  • Affine and cash-in-advance models
  • Value at risk: Monte Carlo simulation, bootstrapping.
  • Market microstructure: FX markets, technical trading, chartism
  • Calibration, regime switching, data snooping, non-linear models.

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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1.

Keith Cuthbertson, Dirk Nitzsche
Editore: Wiley 2004-11-19, Chichester (2004)
ISBN 10: 0470091711 ISBN 13: 9780470091715
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(Oxford, OX, Regno Unito)
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Descrizione libro Wiley 2004-11-19, Chichester, 2004. paperback. Condizione libro: New. Codice libro della libreria 9780470091715

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2.

Keith Cuthbertson
Editore: John Wiley & Sons 2004-11-19 (2004)
ISBN 10: 0470091711 ISBN 13: 9780470091715
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Descrizione libro John Wiley & Sons 2004-11-19, 2004. Paperback. Condizione libro: New. Codice libro della libreria NU-GRD-00579773

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Keith Cuthbertson
Editore: John Wiley and#38; Sons (2004)
ISBN 10: 0470091711 ISBN 13: 9780470091715
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Descrizione libro John Wiley and#38; Sons, 2004. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470091715

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Keith Cuthbertson, Dirk Nitzsche
Editore: John Wiley and Sons Ltd, United Kingdom (2005)
ISBN 10: 0470091711 ISBN 13: 9780470091715
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2005. Paperback. Condizione libro: New. 2nd Revised edition. Language: English . Brand New Book. 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. Codice libro della libreria AAZ9780470091715

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5.

Keith Cuthbertson, Dirk Nitzsche
Editore: John Wiley and Sons Ltd, United Kingdom (2005)
ISBN 10: 0470091711 ISBN 13: 9780470091715
Nuovi Paperback Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2005. Paperback. Condizione libro: New. 2nd Revised edition. Language: English . Brand New Book. 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. Codice libro della libreria AAZ9780470091715

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Cuthbertson, Keith; Nitzsche, Dirk
Editore: John Wiley and Sons Ltd (2004)
ISBN 10: 0470091711 ISBN 13: 9780470091715
Nuovi Brossura Quantità: 18
Valutazione libreria
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Descrizione libro John Wiley and Sons Ltd, 2004. Condizione libro: New. 2004. 2nd Edition. Paperback. Reflects the theoretical and econometric/empirical advances in the financial markets. This book provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Num Pages: 736 pages, Illustrations. BIC Classification: KC. Category: (P) Professional & Vocational. Dimension: 244 x 188 x 45. Weight in Grams: 1334. . . . . . . Codice libro della libreria V9780470091715

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Keith Cuthbertson, Dirk Nitzsche
Editore: John Wiley and Sons Ltd
ISBN 10: 0470091711 ISBN 13: 9780470091715
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Descrizione libro John Wiley and Sons Ltd. Paperback. Condizione libro: new. BRAND NEW, Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (2nd Revised edition), Keith Cuthbertson, Dirk Nitzsche, 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. Codice libro della libreria B9780470091715

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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97804700917150000000

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Cuthbertson, Keith; Nitzsche, Dirk
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ISBN 10: 0470091711 ISBN 13: 9780470091715
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Descrizione libro John Wiley and Sons Ltd. Condizione libro: New. 2004. 2nd Edition. Paperback. Reflects the theoretical and econometric/empirical advances in the financial markets. This book provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Num Pages: 736 pages, Illustrations. BIC Classification: KC. Category: (P) Professional & Vocational. Dimension: 244 x 188 x 45. Weight in Grams: 1334. . . . . . Books ship from the US and Ireland. Codice libro della libreria V9780470091715

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Keith Cuthbertson; Dirk Nitzsche
Editore: John Wiley & Sons (2004)
ISBN 10: 0470091711 ISBN 13: 9780470091715
Nuovi Brossura Quantità: 10
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Descrizione libro John Wiley & Sons, 2004. Condizione libro: New. book. Codice libro della libreria ria9780470091715_rkm

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