I am teaching a PhD course about Continuous-Time Finance at Columbia Business School, using my book “Pricing and Hedging of Derivative Securities”, among other materials. I am also updating and expanding the book, hoping to produce a second edition. Here is an evolving list of corrections and revisions. If you are reading the book now, or if you have read it or otherwise used it in the past, you are invited to leave your comments, suggestions or questions in the comment fields.
Book Update
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