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Quantitative financial economics : (Record no. 8226)

MARC details
000 -LEADER
fixed length control field 01956cam a2200289 a 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9780471953609
Terms of availability TZS 25,940/=
040 ## - CATALOGING SOURCE
Original cataloging agency MUL
Language of cataloging eng.
Description conventions AACR
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.6 CUT
100 1# - MAIN ENTRY--AUTHOR NAME
Personal name Cuthbertson, Keith.
245 10 - TITLE STATEMENT
Title Quantitative financial economics :
Sub Title stocks, bonds, and foreign exchange /
Statement of responsibility, etc Keith Cuthbertson.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Chichester, England ;
-- New York :
Name of publisher John Wiley,
Year of publication c1996.
300 ## - PHYSICAL DESCRIPTION
Number of Pages xix, 470 p. :
Other physical details ill. ;
Dimensions 25 cm.
440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Series in financial economics and quantitative analysis
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (p.[453]-465) and index.
505 ## - Formatted Contents
Formatted contents note 1. Basic Concepts in Finance<br/>2. The Capital Asset Pricing Model: CAPM<br/>3. Modelling Equilibrium Returns<br/>4. Valuation Models<br/>5. The Efficient Markets Hypothesis<br/>6. Empirical Evidence on Efficiency in the Stock Market<br/>7. Rational Bubbles<br/>8. Anomalies, Noise Traders and Chaos<br/>9. Bond Prices and the Term Structure of Interest Rates<br/>10. Empirical Evidence on the Term Structure<br/>11. Basic Arbitrage Relationships in the FOREX Market<br/>12. Testing CIP, UIP and FRU<br/>13. The Exchange Rate and Fundamentals<br/>14. The Term Structure and the Bond Market<br/>15. The FOREX Market<br/>16. Stock Price Volatility<br/>17. Risk Premia: The Stock Market<br/>18. The Mean-Variance Model and the CAPM<br/>19. Risk Premia and the Bond Market<br/>20. Economic and Statistical Models
520 ## - SUMMARY, ETC.
Summary, etc 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
546 ## - LANGUAGE NOTE
Language note eng.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Investments
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Capital assets pricing model.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Stocks
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Bonds
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Foreign exchange
856 42 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://www.loc.gov/catdir/description/wiley031/95048355.html
856 4# - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://www.loc.gov/catdir/toc/onix01/95048355.html
856 42 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://www.loc.gov/catdir/enhancements/fy0607/95048355-b.html
942 ## - ADDED ENTRY ELEMENTS
Item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Source of acquisition Full call number Accession Number Copy number Price effective from Koha item type
        Mzumbe University Main Campus Library Mzumbe University Main Campus Library 17/01/1997 Donated by BC 332.6 CUT 0044149 1 20/12/2022 Book
        Mzumbe University Main Campus Library Mzumbe University Main Campus Library 17/01/1997 Donated by BC 332.6 CUT 0044146 2 20/12/2022 Book
        Mzumbe University Main Campus Library Mzumbe University Main Campus Library 17/01/1997 Donated by BC 332.6 CUT 0044147 3 20/12/2022 Book