Cuthbertson, Keith. <br/><br/>
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 .
<br/><br/>Includes bibliographical references (p.[453]-465) and index. 
<br/><br/>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 
<br/><br/> 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 
<br/><br/><br/>eng. 
<br/><br/><label>ISBN: </label>9780471953609  TZS 25,940/= 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments<br/>Capital assets pricing model.<br/>Stocks<br/>Bonds<br/>Foreign exchange
<br/><br/><label>Dewey Class. No.: </label>332.6 CUT