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

A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, intere

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

A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematic

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