Book of Donmon Teith

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theo

Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding v

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models h

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

Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilize