金融计量学手册   作者来自UCLA，NBER，Columbia，New York等名校和研究机构，不一一列举，
内容如下，每项均为60多页的Lecture.
Content:
Affine Term Structure Models
Analysis of High Freqeuncy Data
Estimating Functions for Discretely Sampled Diffusion-Type Models
Exotic options and Levy processes
Heterogeneity and Portfolio Choice Theory and Evidence
MCMC Methods for Continuous-Time
Measuring and Modeling Variation in the Risk-Return Tradeoff
Nonstationary Continuous-Time Processes
COperator Method for Continuous-Time Markov Processes
Option pricing Bounds and Statistical Uncertainty
Parametric and Nonparametric
Stock Market Trading Volume
The Analysis of the Cross Section
The Econometrics of Option Pricing
VaR