Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)
Language: English
Published by John Wiley and Sons Ltd, United Kingdom, Chichester, 1996
- Softcover
- Used
Seller: WorldofBooks, Goring-By-Sea, WS, United KingdomWorldofBooks
AbeBooks seller since March 16, 2007
Condition: Used - Very good
£ 2.80
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Add to basketItem description from seller
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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…
Seller Inventory # GOR001829344
- Title
- Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)
- Author
- Keith Cuthbertson
- Publisher
- John Wiley and Sons Ltd, United Kingdom, Chichester
- Publication year
- 1996
- Condition
- Very Good
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0471953601
- ISBN 13
- 9780471953609
- Item weight
- 835 grams
- Dimensions
- 171.0 x 245.0
∗ 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.
From the Back Cover
∗ 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.
"About the title" may belong to another edition of this title.
WorldofBooks
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AbeBooks seller since March 16, 2007
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