Financial Econometrics and Empirical Market Microstructure Bera, Anil K. editor.

Market Microstructure and Nonlinear Dynamics Keeping Financial Crisis in Context / Dufrénot, Gilles

recently, psychology are combined to understand financial markets. This book gives a concise introduction

back to the 18th century and a high market share in today’s covered bond markets, the German Pfandbrief

Ross-Huberman APT -- Problems and Exercises I -- Derivative Securities Pricing: Dynamic Securities Market Model

decisive role in the modeling of financial markets and as a basis for modern time series econometrics

rigorous mathematics for each topic makes the book ideal for advanced undergraduate and graduate classes

experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to

theories defining the rules that financial markets comply to. Financial models are thus challenged by their

within Computation and Information Theory (e.g. the famous Efficient Market Hypothesis is stated in terms