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