Quantitative Financial Economics Av Keith (imperial College London Uk) Cuthbertson, Dirk (imperial College London Uk) Nitzsche

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: <ul><li>Behavioural finance: Preferences, arbitrage and learning</li><li>Mean-variance and intertemporal asset allocation</li><li>Performance of mutual and hedge funds</li><li>Momentum, value-glamour strategies, style investing, market timing.</li><li>Stochastic discount factor models: Equity premium and volatility puzzles</li><li>Affine and cash-in-advance models</li><li>Value at risk: Monte Carlo simulation, bootstrapping.</li><li>Market microstructure: FX markets, technical trading, chartism</li><li>Calibration, regime switching, data snooping, non-linear models.</li></ul>The authors provide theories and tests of

Pris: kr 499.00 fra Norli

Butikk	Produktnavn	Lagerstus	Pris
	Quantitative Financial Economics Av Keith (imperial College London Uk) Cuthbertson, Dirk (imperial College London Uk) Nitzsche	Se butikk	kr 499.00	Besøk butikk

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Quantitative Financial Economics Av Keith (imperial College London Uk) Cuthbertson, Dirk (imperial College London Uk) Nitzsche

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