Quantitative financial economics : stocks, bonds, and foreign exchange /

Quantitative financial economics : stocks, bonds, and foreign exchange /

Returns and valuation. Efficiency, predictability and volatility. The bond market. The foreign exchange market. Tests of the EMH using the VAR methodology. Time varying risk premia. Econometric issues in testing asset pricing models.

সংরক্ষণ করুন:
গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Cuthbertson, Keith.
বিন্যাস: গ্রন্থ
ভাষা:English
প্রকাশিত: Chichester, England ; New York : John Wiley and Sons, 1996.
বিষয়গুলি:
Economics.
Foreign exchange.
Stocks.
Investments.
Bonds.
Investments > Mathematical models.
Capital assets pricing model.
Stocks > Mathematical models.
Bonds > Mathematical models.
Foreign exchange > Mathematical models.
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বিবরন
সংক্ষিপ্ত:Returns and valuation. Efficiency, predictability and volatility. The bond market. The foreign exchange market. Tests of the EMH using the VAR methodology. Time varying risk premia. Econometric issues in testing asset pricing models.
দৈহিক বর্ননা:xix, 470 p. : ill. ; 24cm.
আইসবিএন:0471953601

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