Publication


Modelling & Hedging Equity Derivatives
 

"They constitute a systematic introduction to problems of great interest to practitioners and academic researchers of option valuation, hedging and risk management."

"The presentation makes for easy reading despite the difficulty of the subject."

"... a remarkably well-presented introduction to stochastic calculus."

Professor M. Yor
Université Pierre et Marie Curie, Paris

 
  Click here to purchase the book from Risk Publications.