Quantitative financial economics : stocks, bonds, and foreign exchange /
Cuthbertson, Keith.
Quantitative financial economics : stocks, bonds, and foreign exchange / Keith Cuthbertson. - Chichester, England ; New York : John Wiley, c1996. - xix, 470 p. : ill. ; 25 cm. - Series in financial economics and quantitative analysis .
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.
9780471953609 TZS 25,940/=
Investments
Capital assets pricing model.
Stocks
Bonds
Foreign exchange
332.6 CUT
Quantitative financial economics : stocks, bonds, and foreign exchange / Keith Cuthbertson. - Chichester, England ; New York : John Wiley, c1996. - xix, 470 p. : ill. ; 25 cm. - Series in financial economics and quantitative analysis .
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.
9780471953609 TZS 25,940/=
Investments
Capital assets pricing model.
Stocks
Bonds
Foreign exchange
332.6 CUT