Handbook of the Economics of Finance: Financial Markets and Asset Pricing License:perpetual and may contribute to reduced

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Fourier Analysis and Boundary Value Problems is a good introduction and a valuable resource for those in the field

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Handbook of the Economics of Finance: Financial Markets and Asset Pricing License:perpetual and may contribute to reducedVolume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.