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Quantitative financial economics : stocks, bonds and foreign exchange.

Cuthbertson, Keith.

Quantitative financial economics : stocks, bonds and foreign exchange. - 2nd ed. / Keith Cuthbertson and Dirk Nitzsche. - Chichester : John Wiley, c2004. - xiv, 720 p. : ill. ; 25 cm.

Previous ed.: 1996.

Includes bibliographical references (p. 683-712) and index.

9780470091715: £33.99 0470091711

2004018706


Foreign exchange--Mathematical models
Bonds--Mathematical models
Stocks--Mathematical models
Capital assets pricing model.
Investments--Mathematical models
Finance and Accounting.
Economics

332.6

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