Keith Cuthbertson and Dirk Nitzsche

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Authors of the three textbooks Quantitative Financial Economics, 2004, Investments : Spot and Derivatives Markets, 2001 and Financial Engineering : Derivatives and Risk Management, 2001, Published by J. Wiley&Sons.

This website contains supplementary material for the two textbooks. This includes Excel spreadsheets, Gauss programs, Powerpoint slides of all the figures and diagrams and Powerpoint slides for lectures.


Image of book: Quantitative Financial Economcis


Quantitative Financial Economics: Stocks, Bonds & Foreign Exchange

Following the success of the first edition, the second edition of Quantitative Financial Economics has been fully revised and updated. The textbook provides a comphrehensive introduction to models of economic behaviour in financial markets. It covers both theories and tests of competing ideas in stock, bonds and foreign exchange markets.

The book is designed for quantitative graduate Finance course, including Ph.D. programs.

Powerpoint Files, Lecture Slides, Endorsements

Selected chapter of Quantitiative Financial Economics are also availabe in Italian: Economia Finanziaria Quantitativa

Image of book: Economia Finanziaria QuantitativaI

Financial Engineering Book Image

Financial Engineering : Derivatives and Risk Management

This text provides a thorough treatment of futures, 'plain vanilla' options and swaps as well as the use of exotic derivatives and interest rates options for speculating and hedging. Practical risk management issues are also examined in depth, including market risk and credit risk.

This book is designed for courses in derivatives and risk management taken by MBA, MSc Finance students or final year undergraduates.

Chapter Questions, Excel Files, Powerpoint Files, Lecture Slides

Image: Chinese version of Financial Engineering



This book is an introduction to global financial markets linking theory and real world issues of different financial instruments.

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 Finance students and those undertaking professional qualifications in finance.

Chapter Questions, Excel Files, Powerpoint Files, Lecture Slides

Gauss Programs

The Gauss Programs accompany the books Quantitative Financial Economics and Financial Engineering : Derivatives and Risk Management. It reproduces tables in the textbook.

   Latest updates(26th November 2004); Errata: Corrections of some minor errors

Find the Books at Amazon (UK); Find the Books at Amazon (US);Wiley's website for the textbooks

© Keith Cuthbertson and Dirk Nitzsche, Cass Business School 2005
Problems? Contact Dr D Nitzsche