Stocks & Commodities V. 24:1 (94): Books For Traders by Technical Analysis, Inc.
Advanced Derivatives Pricing And Risk
Management (420 pages, $84.95 hardcover,
2006, ISBN 0-12-047682-7) by Claudio
Albanese and Giuseppe Campolieti, published
by Elsevier Academic Press.
This book provides a combination of theoretical and
practical tools from which any advanced undergraduate and graduate student, professional quant and researcher will benefit. It differs from existing books in quantitative finance from the ready-to-use software
and accessible theoretical tools provided as a complete package. As a bonus, the book also gives a detailed exposition on cutting-edge theoretical techniques published here for the first time.