Understanding the formation of bubbles and the contagion mechanisms afflicting financial markets is a must as extreme volatility events leave no market untouche

This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more techn

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, m

The jargon of economics and finance contains numerous colorful terms for market-asset prices at odds with any reasonable economic explanation. Examples include

Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset va