problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …

Econometrics of Individual Risk is the first book to provide a complete econometric methodology for quantifying and managing this … underappreciated but important variety of risk. The book presents a course in the econometric theory of individual risk illustrated by …