Current availability: Normal availability (in stock) at Amazon and many locations. (last updated July 14, 2016).
Pages: 748 | Illustrations: 165 | Chapters: 26
Table of Contents (pdf) (visual page flip)
Publication: May, 2016 (first edition) | Finance Press
A: It would help (because the first book is often referred to), but is perhaps not essential. Each chapter in the second volume is reasonably self-contained. You might just try the second and see how it goes.
Q: Is the second book just a new edition of the first?
A: No. It is a completely new book with new topics.
The software is provided “AS-IS”, without warranty of any kind, and a license is granted solely for personal, non-commercial use.
Ch3: JointInference.TimeChangeModel.nb (Note: codes from 3.11 Appendix)
Ch5: HMM.SVP.090513.nb (Note: there are a number of closely related, but not identical, files referenced in Ch. 5. This one was used to generate Table 5.5, and the detail found in Appendix 5.12).
Ch:9 BackToBasics.UsingNDSolve.nb (or try the pdf version)