Keith, Nitzsche, Dirk Cuthbertson:Quantitative Financial Economics : Stocks, Bonds and Foreign Exchange by Keith, Nitzsche, Dirk Cuthbertson
- gebrauchtes Buch ISBN: 9780470091715
"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 lu… Mehr…
"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. Media > Book, [PU: Wiley]<
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Keith Cuthbertson:Quantitative Financial Economics (Paperback)
- Erstausgabe 2004, ISBN: 0470091711
Taschenbuch
[EAN: 9780470091715], Neubuch, [PU: John Wiley & Sons Inc, New York], Paperback. Quantitative Financial Economics Quantitative Financial Economics provides a comprehensive introduction to… Mehr…
[EAN: 9780470091715], Neubuch, [PU: John Wiley & Sons Inc, New York], Paperback. 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 learningMean-variance and intertemporal asset allocationPerformance of mutual and hedge fundsMomentum, value-glamour strategies, style investing, market timing.Stochastic discount factor models: Equity premium and volatility puzzlesAffine and cash-in-advance modelsValue at risk: Monte Carlo simulation, bootstrapping.Market microstructure: FX markets, technical trading, chartismCalibration, 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 which includes questions and answers, illustrative Excel and GAUSS programmes and econometrics notes. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability., Books<
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Keith Cuthbertson:Quantitative Financial Economics (Paperback)
- Erstausgabe 2004, ISBN: 0470091711
Taschenbuch
[EAN: 9780470091715], Neubuch, [PU: John Wiley & Sons Inc, New York], Paperback. Quantitative Financial Economics Quantitative Financial Economics provides a comprehensive introduction to… Mehr…
[EAN: 9780470091715], Neubuch, [PU: John Wiley & Sons Inc, New York], Paperback. 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 learningMean-variance and intertemporal asset allocationPerformance of mutual and hedge fundsMomentum, value-glamour strategies, style investing, market timing.Stochastic discount factor models: Equity premium and volatility puzzlesAffine and cash-in-advance modelsValue at risk: Monte Carlo simulation, bootstrapping.Market microstructure: FX markets, technical trading, chartismCalibration, 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 which includes questions and answers, illustrative Excel and GAUSS programmes and econometrics notes. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability., Books<
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(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Keith Cuthbertson:Quantitative Financial Economics (Paperback)
- Erstausgabe 2004, ISBN: 0470091711
Taschenbuch
[EAN: 9780470091715], Neubuch, [PU: John Wiley & Sons Inc, New York], Paperback. Quantitative Financial Economics Quantitative Financial Economics provides a comprehensive introduction to… Mehr…
[EAN: 9780470091715], Neubuch, [PU: John Wiley & Sons Inc, New York], Paperback. 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 learningMean-variance and intertemporal asset allocationPerformance of mutual and hedge fundsMomentum, value-glamour strategies, style investing, market timing.Stochastic discount factor models: Equity premium and volatility puzzlesAffine and cash-in-advance modelsValue at risk: Monte Carlo simulation, bootstrapping.Market microstructure: FX markets, technical trading, chartismCalibration, 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 which includes questions and answers, illustrative Excel and GAUSS programmes and econometrics notes. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability., Books<
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Cuthbertson, Keith und Dirk Nitzsche:Quantitative Financial Economics Stocks, Bonds and Foreign Exchange
- Taschenbuch 2004, ISBN: 0470091711
[EAN: 9780470091715], Gebraucht, sehr guter Zustand, [PU: John Wiley & Sons], KAPITALMARKT, ECONOMICS, ÖKONOMETRIE, ECONOMETRICS, VOLKSWIRTSCHAFTSLEHRE, WIRTSCHAFT / MANAGEMENT, BÖRSE, WE… Mehr…
[EAN: 9780470091715], Gebraucht, sehr guter Zustand, [PU: John Wiley & Sons], KAPITALMARKT, ECONOMICS, ÖKONOMETRIE, ECONOMETRICS, VOLKSWIRTSCHAFTSLEHRE, WIRTSCHAFT / MANAGEMENT, BÖRSE, WERTPAPIER, Gebrauchs- und Lagerspuren. Außen: verschmutzt. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. 1628504/203 Altersfreigabe FSK ab 0 Jahre, Books<
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