Asia Pacific University Library catalogue


Cuthbertson, Keith.

Quantitative financial economics : stocks, bonds and foreign exchange / Keith Cuthbertson and Dirk Nitzsche. - 2nd ed. - Chichester, England ; Hoboken, NJ : Wiley, c2004. - xiv, 720 p. : ill. ; 25 cm.

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

9780470091715 (pbk.)

2004018706


Investments--Mathematical models.
Capital assets pricing model.
Stocks--Mathematical models.
Bonds--Mathematical models.
Foreign exchange--Mathematical models.

HG4515.2 / .C88 2004

332.6 / CUT 2004