Quantitative Financial Economics Cuthbertson Keith
Quantitative Financial Economics Cuthbertson Keith Quantitative Financial EconomicsQuantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial…
Specifikacia Quantitative Financial Economics Cuthbertson Keith
Quantitative Financial Economics Cuthbertson Keith
Quantitative Financial EconomicsQuantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on analysis in discrete time. Following the huge success of the first edition, this second edition has been fully revised and updated to reflect new developments in theory and practice, including:Behavioural finance: Preferences, arbitrage and learningMean-variance and intertemporal asset allocationPerformance of mutual and hedge fundsMomentum, value-glamour strategies, style investing, market timing.Stochastic discount factor models: Equity premium and volatility puzzlesAffine and cash-in-advance modelsValue at risk: Monte Carlo simulation, bootstrapping.Market microstructure: FX markets, technical trading, chartism