A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematic

The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new da

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

This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revise