This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily d

This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophist

This book is about programming for trading in financial market. We cover Excel (Part 1), Excel VBA (Part 2) and R (Part3) are covered. We first cover Excel that

Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.