1
by Castagna, Antonio, Fede, Francesco
Published 2013
John Wiley & Sons Ltd.
... practical cut, though thoroughly grounded in theory, the book begins with the basics of liquidity risks...

2
by Castagna, Antonio
Published 2010
J. Wiley & Sons
Table of Contents: ... of option pricing theory -- 2.1.1 The Black8211;Scholes economy -- 2.1.2 Stochastic volatility economy...