Autore: Marek Musiela

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation …

The origin of this book can be traced to courses on financial mathemat- ics taught by us at the University of New South Wales in Sydney, Warsaw University of Technology (Politechnika Warszawska) and …