Quantitative financial economics:
Autres auteurs :
Nitzsche, Dirk.
Collection :
Financial economics and quantitative analysis series.
Mention d'édition :2nd ed.
Publié par :
Wiley
([S.l.])
Détails physiques : 720 p. 25 cm.
ISBN :0470091711 (paperback); 9780470091715 (paperback).
Sujet(s) :
Bonds--Mathematical models
|
Capital assets pricing model
|
Foreign exchange--Mathematical models
|
Investments--Mathematical models
|
Stocks--Mathematical models
Année : 2004
| Type de document | Site actuel | Cote | Statut | Date de retour prévue | Code à barres | Réservations |
|---|---|---|---|---|---|---|
| Livre | La bibliothèque des Sciences Juridiques, Economiques et de Gestion | 332.6 CUT (Parcourir l'étagère) | Disponible | 0000000017879 |
Total des réservations: 0
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.
Il n'y a pas de commentaire pour ce document.