Quantitative Financial Economics 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, ...
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Quantitative Financial Economics 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. REVIEWS FOR 1ST EDITION Review of 1st edition in Journal of Banking and Finance (22, pp 121-124): "In general the book is well written with a lucid exposition and Cuthbertson is eager on giving intuitive explanations whenever possible. Thus students and empirical researchers in macroeconomics and finance will undoubtedly find the book very valuable." Tom Engsted, Aarhus School of Business, Aarhus, Denmark Review of 1st edition in Journal of Finance (53(1), pp. 417-420): "I found the book accessible and informative on a variety of topics. It provided me with a different perspective on some of the recent empirical literature. I believe that many finance doctoral student and academics would find it to be a useful resource and a handy reference." Robert F. Whitelaw, Stern School of Business, NYU The book has a supporting website http: //... which includes questions and answers, illustrative Excel and GAUSS programmes and econometrics notes.
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New. Trade paperback (US). Sewn binding. 736 p. Contains: Tables, black & white, Figures. Financial Economics and Quantitative Analysis. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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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......We ship daily from our Bookshop.
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Seller's Description:
New. Trade paperback (US). Sewn binding. 736 p. Contains: Tables, black & white, Figures. Financial Economics and Quantitative Analysis. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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Dispatched, from the UK, within 48 hours of ordering. Though second-hand, the book is still in very good shape. Minimal signs of usage may include very minor creasing on the cover or on the spine.
