Table of contents
     Part I: Financial Markets and Financial Time Series.-
     Introduction.
     Statistical Properties of Financial Market Data.
     Functioning of Financial Markets and Theoretical Models for Returns.
     Part II: Econometric Modeling of Asset Returns.-
     Modeling Volatility. Modeling Higher Moments.
     Modeling Correlation.
     Extreme Value Theory.
     Part III: Applications of Non-Gaussian Econometrics.-
     Risk Management and VaR.
     Portfolio Allocation.
     Part IV: Option Pricing with Non-Gaussian Returns.-
     Fundamentals of Option Pricing.
     Non-Structural Option Pricing.
     Structural Option Pricing.
     Part V: Appendices on Option Pricing Mathematics.-
     Brownian Motion and Stochastic Calculus.
     Martingale and Changing Measure.
     Characteristic Functions and Fourier Transforms.
     Jump Processes.-
     References.-
     Index.