Asset Pricing

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Research Links

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Books
Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets

Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets:
Fred Espen Benth, Peter Laurence, and Valery Kholodnyi -
This edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance.

Trades, Quotes and Prices: Financial Markets Under the Microscope

Trades, Quotes and Prices: Financial Markets Under the Microscope:
Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, and Martin Gould -
A deep-dive into the heart of modern financial markets, the authors explore why and how people trade - and the consequences.