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Financial econometrics is an interdisciplinary subject that uses statistical methods and economic theory to address a variety of quantitative problems in finance. This compact, master's-level textbook focuses on methodology and includes real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail. Wherever possible, the authors indicate where to find the relevant R codes to implement the various methods. This book grew out of a course at Princeton University which is one of the world's flagship programs in computational finance and financial engineering. It will therefore be useful for those with an economics and finance background who are looking to sharpen their quantitative skills, and also for those with strong quantitative skills who want to learn how to apply them to finance.

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Using Seiberg-Witten Floer spectrum and Pin(2)-equivariant KO-theory, we prove new Furuta-type inequalities on the intersection forms of spin cobordisms between homology 3-spheres. As an application, we give explicit constrains on the intersection forms of spin 4-manifolds bounded by Brieskorn spheres ±Σ(2,3,6k±1). Along the way, we also give an alternative proof of Furuta-Kametanni's improvement of 10/8-theorem for closed spin-4 manifolds.