Including unique topics such as risk measurement and management, UHF data, microstructure, dynamic multi-period optimization, etc.

For academics and practitioners in finance, business, and econometrics, and for students in upper-undergraduate and graduate level courses in risk management and high-frequency finance, this handbook comprises contributed chapters on empirical work, properties of long memory (known as long range dependence), and new analytical and simulation results relevant to modeling questions. The three editors are mathematicians affiliated as follows: Frederi G. Viens (Purdue U.), Maria C. Mariani (U. of Texas at El Paso), and Ionut Florescu (Stevens Institute of Technology). Annotation 2012 Book News, Inc., Portland, OR (booknews.com)