The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.
A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.
Philip Hunt is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley.
Joanne Kennedy is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley.