This second edition, now featuring new material, focuses on the
valuation principles that are common to most derivative securities.
A wide range of financial derivatives commonly traded in the equity
and fixed income markets are analysed, emphasising aspects of
pricing, hedging and practical usage. This second edition features
additional emphasis on the discussion of Ito calculus and Girsanovs
Theorem, and the risk-neutral measure and equivalent martingale
pricing approach. A new chapter on credit risk models and pricing
of credit derivatives has been added. Up-to-date research results
are provided by many useful exercises.
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