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
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerge
Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpre