Option pricing, interest rates & risk management

This handbook presents the current state of practice, method and understanding in a number of important aspects of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them.

The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. This is a comprehensive reference work which will be valuable to readers who need to find a quick introduction or reference to a specific topic, leading all the way to cutting edge material.