This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edit

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

An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerge

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