9780470091715

Quantitative Financial Economics

Paperback / softback by 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.
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PRODUCT DETAILS

Format: Paperback / softback, 736 pages Language: English
Dimension: 188 x 38 x 244mm ISBN10: 0470091711
Weight: 1383g ISBN13: 9780470091715
Publication Date: 19 Nov 2004 Publisher: Wiley

ABOUT 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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