Understanding the formation of bubbles and the contagion mechanisms afflicting financial markets is a must as extreme volatility events leave no market untouche

This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more techn

"Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt crises. This book takes a quantitative a

Economists broadly define financial asset price bubbles as episodes in which prices rise with notable rapidity and depart from historically established asset va