CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS

In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data.

A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial...

This comprehensive course on financial mathematics is aimed at beginning graduate students in any field with a good quantitative background, and is appropriate for advanced undergraduates in mathematics and statistics. It is also invaluable as a reference for practitioners in financial engineering. Via an accessible presentation of the theory of probability and stochastic processes needed to construct and employ most models commonly used in investment finance, including binomial trees, Brownian motion, martingales, Markov processes, and Levy processes, the book covers no-arbitrage option...