This is an essentially self-contained monograph in an intriguing field of fundamental importance for Representation Theory, Harmonic Analysis, Mathematical Physics, and Combinatorics. It is a major source of general information about the double affine Hecke algebra, also called Cherednik's algebra, and its impressive applications. Chapter 1 is devoted to the Knizhnik-Zamolodchikov equations attached to root systems and their relations to affine Hecke...