Financial market volatility forecasting is one of today's most important areas of expertise for p...

Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing...

Practitioners and researchers who have handled financial market data know that asset returns d...

For PhD finance courses in business schools, there is equal emphasis placed on mathematical rigou...

For PhD finance courses in business schools, there is equal emphasis placed on mathematical rigou...

Non-Gaussian distributions are the key theme of this book which addresses the causes and conse...

Non-Gaussian distributions are the key theme of this book which addresses the causes and conse...

Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing...

Volatility forecasting is crucial for option pricing, risk management and portfolio management. T...