Martingale Methods in Financial Modelling (Corrected 2005. Corr. 4th Printing 2008)Hardcover - Corrected 2005. Corr. 4th Printing 2008, 25 November 2004

A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling

Includes a new chapter devoted to volatility risk

The theme of stochastic volatility reappears systematically and has been revised fundamentally, presenting a much more detailed analyses of interest-rate models