Martingale Methods in Financial Modelling (eBook, PDF)
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From the reviews of the first edition:
"On the whole, this book presents a very wide range of topics and will appeal to both practitioners and mathematicians. ...the second part gives an excellent overview of the state of the art in term structure research and will set a clear standard for some time to come." MathSciNet
"On the whole, this book presents a very wide range of topics and will appeal to both practitioners and mathematicians. ...the second part gives an excellent overview of the state of the art in term structure research and will set a clear standard for some time to come." MathSciNet
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