Mathematical Modeling - Engineering & Technology, Mathematical Modeling - Business, Stocks - Investments, Finance - Capital - General & Miscellaneous, Bonds & Debt Instruments, Securities - General & Miscellaneous, International Exchange & Trade

Quantitative Financial Economics Stocks, Bonds and Foreign Exchange

Name: Quantitative Financial Economics Stocks, Bonds and Foreign Exchange
Author: Keith Cuthbertson
ISBN: 9780471953609

by Keith Cuthbertson

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Overview

"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." 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.

About the Author, Keith Cuthbertson

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.