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Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)

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Product Description

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)

John Wiley Sons

This new edition of the hugely successful Quantitative FinancialEconomics has been revised and updated to reflect the mostrecent theoretical and econometric/empirical advances in thefinancial markets. Â It provides an introduction to models ofeconomic behaviour in financial markets, focusing on discrete timeseries analysis. Â Emphasis is placed on theory, testing andexplaining â€˜real-worldâ€™ issues.

The new edition will include:

Updated charts and cases studies.
New companion website allowing students to put theory intopractice and to test their knowledge through questions andanswers.
Chapters on Monte Carlo simulation, bootstrappingÂ andmarket microstructure.