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

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

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

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

Providing a comprehensive introduction to the subject of financial markets, this study includes unique analyses of the pricing of options and futures, particula