This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis is placed on theory, testing and explaining ‘real-world’ issues. 
The new edition will include: <ul>
<li>Updated charts and cases studies.</li> <li>New companion website allowing students to put theory into practice and to test their knowledge through questions and answers.</li> <li>Chapters on Monte Carlo simulation, bootstrapping and market microstructure.</li> </ul>

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

Business & Money

Cuthbertson, Keith

Nitzsche, Dirk

Economics

wiley

Designed for MBA and advanced undergraduate students taking a course in investments/introduction to finance/financial markets. These courses aim to introduce students to the financial markets and instruments (including money markets, fixed income, equities and FX markets). Investments provides an introduction to risk management and provides a real world flavour throughout. 
The authors include a lot of pedagogy, namely: chapter objectives summaries; end of chapter exercises; numerous real-world examples and case vignettes; Excel spreadsheets providing simulations for the reader; a glossary of terms; clear, simple and consistent mathematical notation.

Investments

Based on class-tested material, this book is an excellent introduction to global financial markets. The authors link theory and real world issues in their coverage of equity, bond and FX strategies including methods such as chartism, neural networks and chaos theory. This practical approach is also applied to topics in corporate finance, including valuation of companies using NPV and other techniques such as economic value added (EVA), adjusted present value (APV) and real options theory. Raising funds in the money markets and via equity and debt securities, as well as dividend and merger policy provide further practical illustrations of theoretical ideas. Futures, options and swaps and their use in speculation, hedging and arbitrage are also examined. Features include: * Topic boxes on current policy issues and newspaper extracts, giving practical applications and real world context of the ideas presented * 2 colour in-text design * Clear, simple and consistent mathematical notation, with worked examples and end of chapter questions * Supporting website including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software The text covers behaviour in financial markets, decisions in corporate finance and wider public policy issues. It is aimed at final year undergraduates, MBA and MSc students and those undertaking professional qualifications in finance. For those wishing to deepen their knowledge of financial markets, the authors have written a companion book Financial Engineering: Derivatives and Risk Management.

Investments: Spot and Derivative Markets

This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. Real options theory and its use in investment appraisal and in valuing internet and biotechnology companies provide cutting edge practical applications. Practical risk management issues are examined in depth. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a practical and timely overview of these areas of regulatory policy. This book is designed for courses in derivatives and risk management taken by specialist MBA, MSc Finance students or final year undergraduates, either as a stand-alone text or as a follow-on to Investments: Spot and Derivatives Markets by the same authors. The authors adopt a real-world emphasis throughout, and include features such as: * topic boxes, worked examples and learning objectives * Financial Times and Wall Street Journal newspaper extracts and analysis of real world cases * supporting web site including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software

Financial Engineering: Derivatives and Risk Management

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)

Quantitative Financial Economics Stocks, Bonds and Foreign Exchange Quantitative techniques in finance have become vitally important to academics and professionals in the financial markets looking to gain a more profitable edge. Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. It covers the most recent theoretical and econometric advances in the field, including: * Models of noise trader behaviour and short-termism * Rational and intrinsic bubbles * Chaos and time varying risk * Non-stationarity and cointegration * Rational expectations * ARCH and GARCH models The author demonstrates how competing theoretical models may be tested and provides illustrative empirical results and theories from the stock, bond and foreign exchange markets. With a judicious blend of theory and practice Quantitative Financial Economics progresses from simple to more complex theoretical models and empirical tests, making it accessible to both students and practitioners undertaking research into the behaviour of asset returns and prices.

John Wiley&Sons, Inc.

Applied Econometric Techniques

Outlines the practical application of a range of recent econometric techniques

Hall, Stephen G.

Taylor, Mark P.

Univ of Michigan Pr

The supply and demand for money

This book provides a comprehensive account of the main theoretical approaches to the determinants of the demand and supply of money and other assets. It uses empirical evidence and real examples to illustrate theoretical approaches, and to show how various macroeconomic models may be tested. These models are used to analyse methods of monetary control in the United Kingdom and the United States, while the detailed analysis of the supply and demand for money is placed firmly in a wider macroeconomic context.

The Supply and Demand for Money

Blackwell Pub.

Attempting to bridge the gap between the theoretical literature and advanced applied work using time series data, this book emphasizes the intuitive aspects behind the theoretical results, and so provides insights into the solutions of real world applied problems. Recent theoretical innovations such as co-integration, error correction models, ARCH models, disequilibrium Maximum Likelihood models and the Kalman filter are discussed in a framework which builds on standard textbook econometrics. Applications of these theoretical developments are illustrated with real-world practical examples of model building. this book is designed for graduate students of econometrics.

University of Michigan Press

Three experts provide an authoritative guide to the theory and practice of derivatives 
Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. 
Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. 
To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.

Derivatives: Theory and Practice

O'Sullivan, Niall

Finance

See the best price to sell, buy, or rent books by Cuthbertson, Keith. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Cuthbertson, Keith

See the best price to sell, buy, or rent books by Cuthbertson, Keith. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

Investments

Investments: Spot and Derivative Markets

Financial Engineering: Derivatives and Risk Management

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange (Financial Economics and Quantitative Analysis Series)

Applied Econometric Techniques

The Supply and Demand for Money

Applied Econometric Techniques

Derivatives: Theory and Practice