This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the

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

Winner of the prestigious Paul A. Samuelson Award for scholarly writing on lifelong financial security, John Cochrane's Asset Pricing now appears in a revised e

This book will provide a firm foundation in the understanding of financial economics applied to asset pricing. It carries the real world perspective of how the

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