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A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presen
Empirical Asset Pricing
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An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensi
Stochastic Methods in Economics and Finance
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Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochast
Stochastic Finance
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Asset Price Dynamics, Volatility, and Prediction
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This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theo