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Quantitative financial economics : stocks, bonds and foreign exchange /

Cuthbertson, Keith

Quantitative financial economics : stocks, bonds and foreign exchange / Keith Cuthbertson and Dirk Nitzsche - 2nd ed. - Chichester, England : Wiley, 2004 - xiv, 720 p. : ill. ; 25 cm.

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

ISBN: 0470091711 (pbk. : alk. paper) RM201.77

Subjects--Topical Terms:
Investments--Mathematical models
Capital assets pricing model
Stocks--Mathematical models
Bonds--Mathematical models
Foreign exchange--Mathematical models

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