此书的内容如下：

Part1：Financial Markets and Financial Time Series

include: all kinds of GARCH models

Part2:Econometric Modelling of Asset Returns

4.Modelling Volatility

5.Modelling Higher Moments

6.Modelling Correlation copula functions

7.Extreme Value theory

Part3: Applications of Non-Gaussian Econometrics

8.Risk Management and VaR

9.Portfoilo Allocation

Part4. Option Pricing with Non-Gaussian Returns

include: nonparametric modelling

Part5. Appendices on Option Pricing Mathematics

include: Martingle , Brownian Motion and Stochastic Calculus,Fourier transformation and Levy process,jump process

好书，我已有。