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The new edition will include:
* Updated charts and cases studies.
* New companion website allowing students to put theory into practice and to test their knowledge through questions and answers.
* Chapters on Monte Carlo simulation, bootstrapping and market microstructure.
The new edition will include:
* Updated charts and cases studies.
* New companion website allowing students to put theory into practice and to test their knowledge through questions and answers.
* Chapters on Monte Carlo simulation, bootstrapping and market microstructure.
Dirk Nitzsche is an Associate Professor in Finance at CASS Business School and previously was at the Tanaka Business School, Imperial College.
Chapter 2 Basic Statistics in Finance .
Chapter 3 Efficient Markets Hypothesis.
Chapter 4 Are Stock Returns Predictable?
Chapter 5 Mean-Variance Portfolio Theory and the CAPM.
Chapter 6 International Portfolio Diversification .
Chapter 7 Performance Measures, CAPM and APT.
Chapter 8 Empirical Evidence: CAPM And APT .
Chapter 9 Applications of Linear Factor Models.
Chapter 10 Valuation Models and Asset Returns.
Chapter 11 Stock Price Volatility.
Chapter 12 Stock Prices: The VAR Approach.
Chapter 13 SDF Model and the C-CAPM .
Chapter 14 C-CAPM: Evidence and Extensions .
Chapter 15 Intertemporal Asset Allocation: Theory .
Chapter 16 Intertemporal Ass et Allocation: Empirics .
Chapter 17 Rational Bubbles and Learning.
Chapter 18 Behavioural Finance and Anomalies .
Chapter 19 Behavioural Models.
Chapter 20 Theories of the Term Structure .
Chapter 21 The EH - From Theory to Testing.
Chapter 22 Empirical Evidence on the Term Structure.
Chapter 23 SDF and Affine Term Structure Models.
Chapter 24 The Foreign Exchange Market .
Chapter 25 Testing CIP, UIP and FRU.
Chapter 26 Modelling the FX Risk Premium .
Chapter 27 The Exchange Rate and Fundamentals .
Chapter 28 Market Risk: Value At Risk .
Chapter 29 Volatility and Market Microstucture .
References.
Index.
| Erscheinungsjahr: | 2004 |
|---|---|
| Fachbereich: | Volkswirtschaft |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 736 |
| Inhalt: | 736 S. |
| ISBN-13: | 9780470091715 |
| ISBN-10: | 0470091711 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Nitzsche, Dirk
Cuthbertson, Keith |
| Hersteller: |
John Wiley & Sons
John Wiley & Sons Inc |
| Maße: | 247 x 190 x 45 mm |
| Von/Mit: | Dirk Nitzsche (u. a.) |
| Erscheinungsdatum: | 19.11.2004 |
| Gewicht: | 1,568 kg |
Dirk Nitzsche is an Associate Professor in Finance at CASS Business School and previously was at the Tanaka Business School, Imperial College.
Chapter 2 Basic Statistics in Finance .
Chapter 3 Efficient Markets Hypothesis.
Chapter 4 Are Stock Returns Predictable?
Chapter 5 Mean-Variance Portfolio Theory and the CAPM.
Chapter 6 International Portfolio Diversification .
Chapter 7 Performance Measures, CAPM and APT.
Chapter 8 Empirical Evidence: CAPM And APT .
Chapter 9 Applications of Linear Factor Models.
Chapter 10 Valuation Models and Asset Returns.
Chapter 11 Stock Price Volatility.
Chapter 12 Stock Prices: The VAR Approach.
Chapter 13 SDF Model and the C-CAPM .
Chapter 14 C-CAPM: Evidence and Extensions .
Chapter 15 Intertemporal Asset Allocation: Theory .
Chapter 16 Intertemporal Ass et Allocation: Empirics .
Chapter 17 Rational Bubbles and Learning.
Chapter 18 Behavioural Finance and Anomalies .
Chapter 19 Behavioural Models.
Chapter 20 Theories of the Term Structure .
Chapter 21 The EH - From Theory to Testing.
Chapter 22 Empirical Evidence on the Term Structure.
Chapter 23 SDF and Affine Term Structure Models.
Chapter 24 The Foreign Exchange Market .
Chapter 25 Testing CIP, UIP and FRU.
Chapter 26 Modelling the FX Risk Premium .
Chapter 27 The Exchange Rate and Fundamentals .
Chapter 28 Market Risk: Value At Risk .
Chapter 29 Volatility and Market Microstucture .
References.
Index.
| Erscheinungsjahr: | 2004 |
|---|---|
| Fachbereich: | Volkswirtschaft |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 736 |
| Inhalt: | 736 S. |
| ISBN-13: | 9780470091715 |
| ISBN-10: | 0470091711 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Nitzsche, Dirk
Cuthbertson, Keith |
| Hersteller: |
John Wiley & Sons
John Wiley & Sons Inc |
| Maße: | 247 x 190 x 45 mm |
| Von/Mit: | Dirk Nitzsche (u. a.) |
| Erscheinungsdatum: | 19.11.2004 |
| Gewicht: | 1,568 kg |
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