Quantitative financial economics : stocks, bonds, and foreign exchange / Keith Cuthbertson.

By:

Cuthbertson, Keith

Material type: Text

TextSeries: Series in financial economics and quantitative analysisPublication details: Chichester, England ; New York : John Wiley, c1996.Description: xix, 470 p. : ill. ; 25 cmISBN:

9780471953609

Subject(s):

DDC classification:

332.6 CUT

Online resources:

Contents:

1. Basic Concepts in Finance 2. The Capital Asset Pricing Model: CAPM 3. Modelling Equilibrium Returns 4. Valuation Models 5. The Efficient Markets Hypothesis 6. Empirical Evidence on Efficiency in the Stock Market 7. Rational Bubbles 8. Anomalies, Noise Traders and Chaos 9. Bond Prices and the Term Structure of Interest Rates 10. Empirical Evidence on the Term Structure 11. Basic Arbitrage Relationships in the FOREX Market 12. Testing CIP, UIP and FRU 13. The Exchange Rate and Fundamentals 14. The Term Structure and the Bond Market 15. The FOREX Market 16. Stock Price Volatility 17. Risk Premia: The Stock Market 18. The Mean-Variance Model and the CAPM 19. Risk Premia and the Bond Market 20. Economic and Statistical Models

Summary: This text provides a comprehensive introduction to models of economic behaviour in financial markets through the use of real examples taken from the markets to illustrate technical theories

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Holdings
Item type	Current library	Home library	Call number	Copy number	Status	Barcode
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	332.6 CUT (Browse shelf(Opens below))	1	Available	0044149
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	332.6 CUT (Browse shelf(Opens below))	2	Available	0044146
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	332.6 CUT (Browse shelf(Opens below))	3	Available	0044147

Total holds: 0

Includes bibliographical references (p.[453]-465) and index.

1. Basic Concepts in Finance
2. The Capital Asset Pricing Model: CAPM
3. Modelling Equilibrium Returns
4. Valuation Models
5. The Efficient Markets Hypothesis
6. Empirical Evidence on Efficiency in the Stock Market
7. Rational Bubbles
8. Anomalies, Noise Traders and Chaos
9. Bond Prices and the Term Structure of Interest Rates
10. Empirical Evidence on the Term Structure
11. Basic Arbitrage Relationships in the FOREX Market
12. Testing CIP, UIP and FRU
13. The Exchange Rate and Fundamentals
14. The Term Structure and the Bond Market
15. The FOREX Market
16. Stock Price Volatility
17. Risk Premia: The Stock Market
18. The Mean-Variance Model and the CAPM
19. Risk Premia and the Bond Market
20. Economic and Statistical Models

This text provides a comprehensive introduction to models of economic behaviour in financial markets through the use of real examples taken from the markets to illustrate technical theories

eng.

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