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020			_a9780471953609 _cTZS 25,940/=
040			_aMUL _beng. _eAACR
082	0	0	_a332.6 CUT
100	1		_aCuthbertson, Keith.
245	1	0	_aQuantitative financial economics : _bstocks, bonds, and foreign exchange / _cKeith Cuthbertson.
260			_aChichester, England ; _aNew York : _bJohn Wiley, _cc1996.
300			_axix, 470 p. : _bill. ; _c25 cm.
440		0	_aSeries in financial economics and quantitative analysis
504			_aIncludes bibliographical references (p.[453]-465) and index.
505			_a1. 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
520			_aThis 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			_aeng.
650		0	_aInvestments
650		0	_aCapital assets pricing model.
650		0	_aStocks
650		0	_aBonds
650		0	_aForeign exchange
856	4	2	_uhttp://www.loc.gov/catdir/description/wiley031/95048355.html
856	4		_uhttp://www.loc.gov/catdir/toc/onix01/95048355.html
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy0607/95048355-b.html
942			_cBK
999			_c8226 _d8226