Post-crisis capital regulations and new failure-resolution rules increased the funding costs that...

Recent revolutions in the world of finance have created a need for the expertise of research math...

This is a graduate level work covering the economic principles of security markets. Interested re...

This is a thoroughly updated edition of 'Dynamic Asset Pricing Theory, ' the standard text for do...

Recent revolutions in the world of finance have created a need for the expertise of research math...

Dark Markets offers a concise introduction to OTC (Over -the -Counter) markets by explaining key ...

In this book, two of America's leading economists provide the first integrated treatment of the c...

Based on the author's Clarendon Lectures in Finance, this book develops and implements statistica...

Multiperiod Securities Markets With Differential Information

A rigorous examination of the role of information and martingales in multiperiod securities tradi...