Quantitative Financial Economics: Stocks, Bonds And Foreign Exchange

This new edition of the hugely successful Quantitative FinancialEconomics has been revised and updated to reflect the mostrecent theoretical and econometric/empirical advances in thefinancial markets.   It provides an introduction to models ofeconomic behaviour in financial markets, focusing on discrete timeseries analysis.   Emphasis is placed on theory, testing andexplaining ‘real-world’ issues.

The new edition will include:

• Updated charts and cases studies.
• New companion website allowing students to put theory intopractice and to test their knowledge through questions andanswers.
• Chapters on Monte Carlo simulation, bootstrapping andmarket microstructure.