Book of Donmon Teith

Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integ

In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. W

This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models u

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication

The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric proce