The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.

The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin

This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.

Stress-test financial models and price credit instruments with confidence and efficiency using the perturbation approach taught in this expert volume Perturbati