This book is about the analysis of financial markets data. After this brief introductory chapter, we turn immediately in Chaps. 2 and 3 to the sources of the data, returns on equities and prices and yields on bonds. Chapter 4 develops methods for informal, often graphical, analysis of data. More formal methods based on statistical inference, that is, estimation and testing, are introduced in Chap. 5 The chapters that follow Chap. 5 cover a variety of more advanced statistical techniques: ARIMA models, regression, multivariate models, copulas, GARCH models, factor models, cointegration, Bayesian statistics, and nonparametric regression.