Faithin Omaha eBook Collection

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.

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

An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerge

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