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201021s2005 enkde 001 0 eng d |
020 |
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|a9780470091715|cUS $85.00 (pbk.)
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040 |
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|aNOU|beng
|
050 |
00
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|aHG4515.2|b.C87 2005
|
082 |
00
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|a332.6|b222
|
095 |
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|aLB|bLBF|cE020225|dHG4515.2|e.C988|fwill|n2,210|pBook|y2005
|
100 |
1
|
|aCuthbertson, Keith,|eauthor
|
245 |
10
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|aQUANTITATIVE FINANCIAL ECONOMICS:|bSTOCKS, BONDS AND FOREIGN EXCHANGE/|cKeith Cuthbertson and Dirk Nitzsche
|
246 |
10
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|aSTOCKS, BONDS AND FOREIGN EXCHANGE
|
250 |
|
|aSecond Edition
|
260 |
|
|aWest Sussex, England:|bJohn Wiley & Sons Ltd,|c2005
|
300 |
|
|a720 pages:|bcharts, plans;|c25 cm.
|
500 |
|
|aAppendix:1.7 Summary Appendix:Mean-Variance Model and Utility Functions、3.6 Summary Appendix:Cross-Equation Restrictions、6.4 Summary Appendix I:Efficient Frontier and the CML、Appendix II:Market Portfolio、8.4 Summary Appendix:Fama-MacBeth Two-Step Procedure、11.5 Summary Appendix:LeRoy-Porter and West Tests、12.4 Summary Appendix:Returns, Variance Decomposition and Persistence、13.6 Summary Appendix:Joint Lognormality and Power Utility、14.7 Summary Appendix:Hansen-Jagannathan Bound、15.4 Summary Appendix I:Envelope Condition for Consumption-Portfolio Problem、Appendix II:Solution for Log Utility、16.8 Summary Appendix:Parameter Uncertainty and Bayes Theorem、19.9 Summary Appendix I:The DeLong et al Model of Noise Traders、Appendix II:The Shleifer-Vishny Model of Short-Termism、23.4 Summary Appendix I:Math of SDF Model of Term Structure、Appendix II:Single-Factor Affine Models、24.7 Summary Appendix:PPP and the Wage-Price Spiral、28.6 Summary Appendix I:Monte Carlo Analysis and VaR、Appendix II:Single Index Model (SIM)
|
504 |
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|aIncludes bibliographical references (p. [683]-712) and index.
|
650 |
0
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|aInvestments|xMathematical models
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650 |
0
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|aCapital assets pricing model
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650 |
0
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|aStocks|xMathematical models
|
650 |
0
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|aBonds|xMathematical models
|
650 |
0
|
|aForeign exchange|xMathematical models
|
700 |
1
|
|aNitzsche, Dirk,|eauthor
|