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

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 Nitzsche, Dirk. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Nitzsche, Dirk

See the best price to sell, buy, or rent books by Nitzsche, Dirk. 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

Derivatives: Theory and Practice