This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial resea

This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econo

Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically

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

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