Econometrics

This book introduces machine learning in finance and illustrates how we can use computational tools in numerical finance in real-world context. The...

Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detail...

Now in its third edition, Essential Econometric Techniques: A Guide to Concepts and Applications is a concise, student-friendly textbook which prov...

Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity ...

The book unifies quantum theory and the general theory of relativity. As an unsolved problem for about 100 years and influencing so many fields, th...

Factor Analysis and Dimension Reduction in R provides coverage, with worked examples, of a large number of dimension reduction procedures along wit...

Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management...

This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchang...

Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with t...

Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is...

Probability and Bayesian Modeling is an introduction to probability and Bayesian thinking for undergraduate students with a calculus background. Th...

Introduction to Statistical Decision Theory: Utility Theory and Causal Analysis provides the theoretical background to approach decision theory fro...

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic option...

Setting the price of oil, one of the most sought-after and traded commodities in the global market, has been a major issue in the field of economic...

This edited volume discusses time and fractal phenomena in economics, entrepreneurship, and management. Chapters embrace a wide spectrum of topics,...

Brownian motion is an important topic in various applied fields where the analysis of random events is necessary. Introducing Brownian motion from ...

Production and supply analysis are core components of applied microeconomics. Taken together with considerations of demand and marketing, productio...

This textbook offers a comprehensive yet concise introduction to the theory behind price indices, covering the basics, historical background, neces...