In the 2nd edition some sections of Part I are omitted for better readability, and a brand new ch...

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perh...

This book will be an important reference for practitioners involved with managing portfolios sens...

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, ...

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new ch...

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perh...