A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presen

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensi

Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a

This is an introduction to the theory of security markets, dealing principally with the allocational role and valuation of financial securities in a competitive

Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.