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

The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new da

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

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

This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revise