Quantitative financial economics : (Record no. 346786)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01758 a2200193 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0471953601 (paperback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780471953609 (paperback) |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) | |
| -- | 4341 |
| -- | 4341 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cuthbertson, Keith. |
| 245 10 - TITLE STATEMENT | |
| Title | Quantitative financial economics : |
| Remainder of title | stocks, bonds and foreign exchange / |
| Statement of responsibility, etc. | Keith Cuthbertson. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | [S.l.] : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | 1996. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 492 p. ; |
| Dimensions | 25 cm. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Financial economics and quantitative analysis series. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Financial economics and quantitative analysis series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Amazon.com |
| Uniform Resource Identifier | <a href="http://www.amazon.com/exec/obidos/ASIN/0471953601/chopaconline-20">http://www.amazon.com/exec/obidos/ASIN/0471953601/chopaconline-20</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Institution code [OBSOLETE] | NBS |
| Koha item type | Book |
| Call number prefix | 332.6 CUT |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library (CL) | Central Library (CL) | 08/28/2013 | 1 | 332.6 CUT | NBS326 | 11/22/2017 | 08/02/2017 | 08/28/2013 | Book |